Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080442.299 | 897422.1125 | 183020.1865 | 49849625.6148 | 43145681.4417 | 6703944.1731 |
Total P&L (%) | 1080.4423 | 897.4221 | 183.0202 | 49849.6256 | 43145.6814 | 6703.9442 |
Avg Daily Profit (%) | 0.4321 | 0.3589 | 0.0732 | 0.2488 | 0.243 | 0.1689 |
Buy And Hold Return (%) | 933.7676 | 933.7676 | 933.7676 | 933.7676 | 933.7676 | 933.7676 |
Max Trade Drawdown | -53981 | -35194 | -49520 | -8411064 | -4207994 | -9206577 |
Profit Factor | 3.6059 | 7.8167 | 1.6468 | 2.8775 | 6.5442 | 1.3572 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 58.1395 | 65.1163 | 51.1628 | 58.1395 | 65.1163 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.5962 | 4.1875 | 1.5719 | 2.0718 | 3.5058 | 1.2955 |
Largest Winning Trade | 342718 | 342718 | 57422 | 16670325 | 16670325 | 7695952 |
Largest Losing Trade | -49520 | -30143 | -49520 | -8411064 | -4207994 | -8411064 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 96 | 78 | 119 | 96 | 78 | 119 |
Avg Bars in Losers | 58 | 67 | 52 | 58 | 67 | 52 |
Bars Traded | 6942 | 3221 | 3721 | 6942 | 3221 | 3721 |
Profit Streak | 71.6839 | 157.0173 | 0 | 71.6839 | 157.0173 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98272 | -144461 | -257679 | 568483 | 731745 | 302644 |
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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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