Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861716.5825 | 729385.4356 | 132331.1469 | 11366459.0824 | 17920189.9044 | -6553730.822 |
Total P&L (%) | 861.7166 | 729.3854 | 132.3311 | 11366.4591 | 17920.1899 | -6553.7308 |
Avg Daily Profit (%) | 0.3447 | 0.2918 | 0.0529 | 0.1899 | 0.208 | 0 |
Buy And Hold Return (%) | 744.3936 | 744.3936 | 744.3936 | 744.3936 | 744.3936 | 744.3936 |
Max Trade Drawdown | -82281 | -57471 | -88128 | -11494753 | -3351292 | -9740152 |
Profit Factor | 2.3399 | 3.4659 | 1.381 | 1.475 | 3.1088 | 0.5752 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 51.7241 | 51.3889 | 52.0548 | 51.7241 | 51.3889 | 52.0548 |
Ratio Avg Win / Avg Loss | 2.1839 | 3.2786 | 1.272 | 1.3767 | 2.9407 | 0.5298 |
Largest Winning Trade | 246314 | 246314 | 47984 | 13251861 | 13251861 | 1356631 |
Largest Losing Trade | -72188 | -33507 | -72188 | -5354990 | -1434506 | -5354990 |
Avg Bars in Trades | 65 | 72 | 59 | 65 | 72 | 59 |
Avg Bars in Winners | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Losers | 54 | 67 | 40 | 54 | 67 | 40 |
Bars Traded | 9522 | 5205 | 4317 | 9522 | 5205 | 4317 |
Profit Streak | 79.6501 | 84.9001 | 79.6501 | 79.6501 | 84.9001 | 79.6501 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101443 | -229046 | -358563 | 384298 | -64674 | -651911 |
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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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