Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986780.8397 | 858095.4412 | 128685.3986 | 15343108.4823 | 41128271.7579 | -25785163.2756 |
Total P&L (%) | 986.7808 | 858.0954 | 128.6854 | 15343.1085 | 41128.2718 | -25785.1633 |
Avg Daily Profit (%) | 0.3947 | 0.3432 | 0.0515 | 0.2018 | 0.2411 | 0 |
Buy And Hold Return (%) | 845.6705 | 845.6705 | 845.6705 | 845.6705 | 845.6705 | 845.6705 |
Max Trade Drawdown | -102728 | -33779 | -142539 | -26793466 | -5832347 | -46007931 |
Profit Factor | 2.9603 | 5.9976 | 1.388 | 1.1704 | 2.5879 | 0.5981 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.4277 | 6.9445 | 1.6071 | 1.3552 | 2.9965 | 0.6925 |
Largest Winning Trade | 170871 | 170871 | 62361 | 20441607 | 20441607 | 9129288 |
Largest Losing Trade | -63946 | -17346 | -63946 | -21349425 | -4979333 | -21349425 |
Avg Bars in Trades | 86 | 77 | 96 | 86 | 77 | 96 |
Avg Bars in Winners | 112 | 83 | 142 | 112 | 83 | 142 |
Avg Bars in Losers | 64 | 71 | 57 | 64 | 71 | 57 |
Bars Traded | 7122 | 3161 | 3961 | 7122 | 3161 | 3961 |
Profit Streak | 149.6248 | 157.6248 | 149.6248 | 149.6248 | 157.6248 | 149.6248 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107358 | -143841 | -289041 | -33920 | 464458 | -581591 |
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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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