Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066037.0162 | 866125.6697 | 199911.3464 | 37587836.645 | 47891461.648 | -10303625.003 |
Total P&L (%) | 1066.037 | 866.1257 | 199.9113 | 37587.8366 | 47891.4616 | -10303.625 |
Avg Daily Profit (%) | 0.4264 | 0.3464 | 0.08 | 0.2375 | 0.2472 | 0 |
Buy And Hold Return (%) | 765.1339 | 765.1339 | 765.1339 | 765.1339 | 765.1339 | 765.1339 |
Max Trade Drawdown | -85277 | -24489 | -90695 | -18690338 | -3824544 | -30388486 |
Profit Factor | 3.6074 | 5.9197 | 1.8588 | 1.7635 | 4.9651 | 0.7227 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 57.3034 | 52.2727 | 62.2222 | 57.3034 | 52.2727 | 62.2222 |
Ratio Avg Win / Avg Loss | 2.6879 | 5.4049 | 1.1285 | 1.314 | 4.5333 | 0.4388 |
Largest Winning Trade | 352688 | 352688 | 45276 | 25001553 | 25001553 | 3561015 |
Largest Losing Trade | -72233 | -23308 | -72233 | -17797973 | -2637885 | -17797973 |
Avg Bars in Trades | 81 | 84 | 79 | 81 | 84 | 79 |
Avg Bars in Winners | 97 | 101 | 94 | 97 | 101 | 94 |
Avg Bars in Losers | 60 | 65 | 54 | 60 | 65 | 54 |
Bars Traded | 7283 | 3710 | 3573 | 7283 | 3710 | 3573 |
Profit Streak | 164.1581 | 164.1581 | 239.4914 | 164.1581 | 164.1581 | 239.4914 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24085 | -105635 | -246534 | 474720 | 631081 | -577749 |
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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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