Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071235.3658 | 879706.5129 | 191528.8529 | 46101043.675 | 45462888.6334 | 638155.0417 |
Total P&L (%) | 1071.2354 | 879.7065 | 191.5289 | 46101.0437 | 45462.8886 | 638.155 |
Avg Daily Profit (%) | 0.4284 | 0.3518 | 0.0766 | 0.2457 | 0.2451 | 0.08 |
Buy And Hold Return (%) | 851.5463 | 851.5463 | 851.5463 | 851.5463 | 851.5463 | 851.5463 |
Max Trade Drawdown | -68468 | -36142 | -75011 | -10081402 | -5999657 | -18162782 |
Profit Factor | 3.0828 | 5.0853 | 1.6406 | 1.9999 | 3.6574 | 1.022 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 62.8931 | 56.962 | 68.75 | 62.8931 | 56.962 | 68.75 |
Ratio Avg Win / Avg Loss | 1.8189 | 3.8422 | 0.7457 | 1.1799 | 2.7634 | 0.4645 |
Largest Winning Trade | 335018 | 335018 | 47956 | 24103765 | 24103765 | 2244213 |
Largest Losing Trade | -51282 | -18669 | -51282 | -9049644 | -3630561 | -9049644 |
Avg Bars in Trades | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Winners | 50 | 51 | 49 | 50 | 51 | 49 |
Avg Bars in Losers | 37 | 33 | 43 | 37 | 33 | 43 |
Bars Traded | 7287 | 3473 | 3814 | 7287 | 3473 | 3814 |
Profit Streak | 172.2219 | 172.2219 | 243.8886 | 172.2219 | 172.2219 | 243.8886 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65663 | -162719 | -271423 | 543192 | -9189 | -464816 |
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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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