Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816919.1083 | 674368.3781 | 142550.7303 | 12550304.9468 | 20177314.4395 | -7627009.4927 |
Total P&L (%) | 816.9191 | 674.3684 | 142.5507 | 12550.3049 | 20177.3144 | -7627.0095 |
Avg Daily Profit (%) | 0.3267 | 0.2697 | 0.057 | 0.1938 | 0.2127 | 0 |
Buy And Hold Return (%) | 775.34 | 775.34 | 775.34 | 775.34 | 775.34 | 775.34 |
Max Trade Drawdown | -72899 | -79629 | -77711 | -12911677 | -1449549 | -13272702 |
Profit Factor | 3.3351 | 4.0678 | 2.0964 | 1.6971 | 5.8318 | 0.4484 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 66.6667 | 65.1163 | 68.1818 | 66.6667 | 65.1163 | 68.1818 |
Ratio Avg Win / Avg Loss | 1.6676 | 2.1792 | 0.9783 | 0.8486 | 3.1242 | 0.2092 |
Largest Winning Trade | 148043 | 148043 | 48980 | 10571119 | 10571119 | 1192845 |
Largest Losing Trade | -72899 | -47039 | -72899 | -12911677 | -1449549 | -12911677 |
Avg Bars in Trades | 83 | 121 | 45 | 83 | 121 | 45 |
Avg Bars in Winners | 76 | 112 | 42 | 76 | 112 | 42 |
Avg Bars in Losers | 96 | 138 | 52 | 96 | 138 | 52 |
Bars Traded | 7228 | 5234 | 1994 | 7228 | 5234 | 1994 |
Profit Streak | 51.9909 | 0 | 244.9909 | 51.9909 | 0 | 244.9909 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130362 | -148022 | -277542 | 419642 | 668214 | -576962 |
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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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