Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991238.0749 | 804564.9111 | 186673.1638 | 37894895.402 | 58251525.4787 | -20356630.0767 |
Total P&L (%) | 991.2381 | 804.5649 | 186.6732 | 37894.8954 | 58251.5255 | -20356.6301 |
Avg Daily Profit (%) | 0.3964 | 0.3218 | 0.0747 | 0.2379 | 0.2551 | 0 |
Buy And Hold Return (%) | 892.3946 | 892.3946 | 892.3946 | 892.3946 | 892.3946 | 892.3946 |
Max Trade Drawdown | -89551 | -85777 | -80585 | -27744594 | -3691925 | -27744594 |
Profit Factor | 3.5623 | 7.1688 | 1.728 | 1.851 | 13.5866 | 0.4898 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 71.1111 | 75.5556 | 66.6667 | 71.1111 | 75.5556 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4472 | 2.3193 | 0.864 | 0.752 | 4.3957 | 0.2449 |
Largest Winning Trade | 172975 | 172975 | 64709 | 28464031 | 28464031 | 2722073 |
Largest Losing Trade | -66791 | -46708 | -66791 | -27744594 | -1672127 | -27744594 |
Avg Bars in Trades | 76 | 85 | 67 | 76 | 85 | 67 |
Avg Bars in Winners | 90 | 84 | 97 | 90 | 84 | 97 |
Avg Bars in Losers | 40 | 87 | 6 | 40 | 87 | 6 |
Bars Traded | 6880 | 3849 | 3031 | 6880 | 3849 | 3031 |
Profit Streak | 289.3606 | 554.0273 | 289.3606 | 289.3606 | 554.0273 | 289.3606 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111326 | -143423 | -255346 | 494714 | 784210 | -577583 |
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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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