Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938784.559 | 775347.5564 | 163437.0025 | 32381395.7992 | 37463501.6364 | -5082105.8372 |
Total P&L (%) | 938.7846 | 775.3476 | 163.437 | 32381.3958 | 37463.5016 | -5082.1058 |
Avg Daily Profit (%) | 0.3755 | 0.3101 | 0.0654 | 0.2316 | 0.2374 | 0 |
Buy And Hold Return (%) | 818.6716 | 818.6716 | 818.6716 | 818.6716 | 818.6716 | 818.6716 |
Max Trade Drawdown | -86995 | -76461 | -70974 | -16435829 | -6846901 | -18070127 |
Profit Factor | 2.9874 | 4.2808 | 1.6924 | 1.697 | 2.9121 | 0.8108 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 61.2613 | 61.8182 | 60.7143 | 61.2613 | 61.8182 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.8891 | 2.644 | 1.0951 | 1.0731 | 1.7986 | 0.5247 |
Largest Winning Trade | 161579 | 161579 | 64709 | 20429951 | 20429951 | 5348863 |
Largest Losing Trade | -53301 | -53301 | -35865 | -11862066 | -3802814 | -11862066 |
Avg Bars in Trades | 63 | 76 | 51 | 63 | 76 | 51 |
Avg Bars in Winners | 72 | 75 | 68 | 72 | 75 | 68 |
Avg Bars in Losers | 50 | 77 | 24 | 50 | 77 | 24 |
Bars Traded | 7073 | 4212 | 2861 | 7073 | 4212 | 2861 |
Profit Streak | 100.3517 | 100.3517 | 101.3517 | 100.3517 | 100.3517 | 101.3517 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101778 | -327494 | -447042 | 486827 | -164045 | -758486 |
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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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