Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1093698.5571 | 897209.118 | 196489.4392 | 49448854.2321 | 54587478.9538 | -5138624.7217 |
Total P&L (%) | 1093.6986 | 897.2091 | 196.4894 | 49448.8542 | 54587.479 | -5138.6247 |
Avg Daily Profit (%) | 0.4375 | 0.3589 | 0.0786 | 0.2485 | 0.2525 | 0 |
Buy And Hold Return (%) | 767.9515 | 767.9515 | 767.9515 | 767.9515 | 767.9515 | 767.9515 |
Max Trade Drawdown | -75096 | -37233 | -66859 | -17651705 | -7154331 | -23648242 |
Profit Factor | 3.6328 | 6.4034 | 1.788 | 1.9671 | 4.3576 | 0.8526 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 58.427 | 52.2727 | 64.4444 | 58.427 | 52.2727 | 64.4444 |
Ratio Avg Win / Avg Loss | 2.5849 | 5.8466 | 0.9865 | 1.3997 | 3.9786 | 0.4704 |
Largest Winning Trade | 382413 | 382413 | 45984 | 35086517 | 35086517 | 5059457 |
Largest Losing Trade | -53158 | -16491 | -53158 | -14914216 | -5381698 | -14914216 |
Avg Bars in Trades | 109 | 111 | 106 | 109 | 111 | 106 |
Avg Bars in Winners | 126 | 131 | 122 | 126 | 131 | 122 |
Avg Bars in Losers | 84 | 89 | 77 | 84 | 89 | 77 |
Bars Traded | 9714 | 4917 | 4797 | 9714 | 4917 | 4797 |
Profit Streak | 154.7855 | 169.2855 | 154.7855 | 154.7855 | 169.2855 | 154.7855 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14239 | -94168 | -250273 | 496454 | 616712 | -577875 |
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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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