Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924088.8531 | 796897.8908 | 127190.9624 | 12200720.3258 | 18762926.4009 | -6562206.0751 |
Total P&L (%) | 924.0889 | 796.8979 | 127.191 | 12200.7203 | 18762.9264 | -6562.2061 |
Avg Daily Profit (%) | 0.3696 | 0.3188 | 0.0509 | 0.1927 | 0.2098 | 0 |
Buy And Hold Return (%) | 729.9614 | 729.9614 | 729.9614 | 729.9614 | 729.9614 | 729.9614 |
Max Trade Drawdown | -72717 | -51718 | -78277 | -10840548 | -3745832 | -10037952 |
Profit Factor | 3.0825 | 5.6447 | 1.4673 | 1.5852 | 3.9412 | 0.5465 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 53.4884 | 46.5116 | 60.4651 | 53.4884 | 46.5116 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.6805 | 6.4914 | 0.9594 | 1.3784 | 4.5324 | 0.3573 |
Largest Winning Trade | 361783 | 361783 | 49041 | 14509683 | 14509683 | 1033471 |
Largest Losing Trade | -46906 | -23536 | -46906 | -7399327 | -2617497 | -7399327 |
Avg Bars in Trades | 111 | 116 | 105 | 111 | 116 | 105 |
Avg Bars in Winners | 132 | 148 | 121 | 132 | 148 | 121 |
Avg Bars in Losers | 86 | 89 | 82 | 86 | 89 | 82 |
Bars Traded | 9567 | 5022 | 4545 | 9567 | 5022 | 4545 |
Profit Streak | 159.1595 | 159.1595 | 237.4095 | 159.1595 | 159.1595 | 237.4095 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65599 | -120269 | -288547 | 427176 | 532781 | -578015 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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