Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913932.8865 | 786661.5437 | 127271.3429 | 8936759.7028 | 11759258.547 | -2822498.8442 |
Total P&L (%) | 913.9329 | 786.6615 | 127.2713 | 8936.7597 | 11759.2585 | -2822.4988 |
Avg Daily Profit (%) | 0.3656 | 0.3147 | 0.0509 | 0.1803 | 0.1912 | 0 |
Buy And Hold Return (%) | 730.3804 | 730.3804 | 730.3804 | 730.3804 | 730.3804 | 730.3804 |
Max Trade Drawdown | -99245 | -60346 | -86579 | -6003317 | -1716577 | -5115975 |
Profit Factor | 2.5876 | 4.499 | 1.3628 | 1.687 | 3.7436 | 0.6764 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 60.8696 | 58.6207 | 63.1579 | 60.8696 | 58.6207 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.6635 | 3.1757 | 0.7949 | 1.0845 | 2.6426 | 0.3946 |
Largest Winning Trade | 368860 | 368860 | 40249 | 9594199 | 9594199 | 1114725 |
Largest Losing Trade | -61936 | -25589 | -61936 | -3492687 | -1431793 | -3492687 |
Avg Bars in Trades | 85 | 88 | 81 | 85 | 88 | 81 |
Avg Bars in Winners | 90 | 85 | 94 | 90 | 85 | 94 |
Avg Bars in Losers | 77 | 93 | 58 | 77 | 93 | 58 |
Bars Traded | 9776 | 5131 | 4645 | 9776 | 5131 | 4645 |
Profit Streak | 64.4138 | 154.6638 | 64.4138 | 64.4138 | 154.6638 | 64.4138 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70104 | -302914 | -469695 | 469985 | -162719 | -758568 |
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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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