Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 789820.4165 | 664800.7449 | 125019.6716 | 12464915.0404 | 20050476.7005 | -7585561.6601 |
Total P&L (%) | 789.8204 | 664.8007 | 125.0197 | 12464.915 | 20050.4767 | -7585.5617 |
Avg Daily Profit (%) | 0.3159 | 0.2659 | 0.05 | 0.1935 | 0.2124 | 0 |
Buy And Hold Return (%) | 847.0392 | 847.0392 | 847.0392 | 847.0392 | 847.0392 | 847.0392 |
Max Trade Drawdown | -91435 | -45529 | -111932 | -11250925 | -2985747 | -14295512 |
Profit Factor | 2.6192 | 6.2014 | 1.3473 | 1.3996 | 3.6747 | 0.6799 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 57.8947 | 63.8298 | 52.0833 | 57.8947 | 63.8298 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.9048 | 3.5142 | 1.2395 | 1.0179 | 2.0823 | 0.6255 |
Largest Winning Trade | 119144 | 119144 | 53445 | 8381379 | 8381379 | 2937915 |
Largest Losing Trade | -48908 | -21261 | -48908 | -6846904 | -2163558 | -6846904 |
Avg Bars in Trades | 73 | 66 | 80 | 73 | 66 | 80 |
Avg Bars in Winners | 89 | 64 | 118 | 89 | 64 | 118 |
Avg Bars in Losers | 52 | 69 | 39 | 52 | 69 | 39 |
Bars Traded | 7000 | 3117 | 3884 | 7000 | 3117 | 3884 |
Profit Streak | 53.9638 | 0 | 55.2971 | 53.9638 | 0 | 55.2971 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149915 | -146774 | -290622 | 378496 | 606273 | -579857 |
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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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