Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993094.4618 | 847597.439 | 145497.0228 | 17692072.0776 | 25965012.9092 | -8272940.8316 |
Total P&L (%) | 993.0945 | 847.5974 | 145.497 | 17692.0721 | 25965.0129 | -8272.9408 |
Avg Daily Profit (%) | 0.3972 | 0.339 | 0.0582 | 0.2074 | 0.2227 | 0 |
Buy And Hold Return (%) | 733.4704 | 733.4704 | 733.4704 | 733.4704 | 733.4704 | 733.4704 |
Max Trade Drawdown | -70237 | -47361 | -85353 | -11670536 | -4316336 | -16276528 |
Profit Factor | 3.2833 | 5.3507 | 1.6059 | 1.5014 | 2.9959 | 0.6287 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 53.4884 | 55.814 | 51.1628 | 53.4884 | 55.814 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.855 | 4.2359 | 1.5329 | 1.3055 | 2.3717 | 0.6001 |
Largest Winning Trade | 347602 | 347602 | 50130 | 16843148 | 16843148 | 1971124 |
Largest Losing Trade | -61611 | -25781 | -61611 | -8414797 | -2550767 | -8414797 |
Avg Bars in Trades | 83 | 86 | 79 | 83 | 86 | 79 |
Avg Bars in Winners | 106 | 105 | 108 | 106 | 105 | 108 |
Avg Bars in Losers | 55 | 62 | 49 | 55 | 62 | 49 |
Bars Traded | 7159 | 3720 | 3439 | 7159 | 3720 | 3439 |
Profit Streak | 147.1182 | 161.4515 | 147.1182 | 147.1182 | 161.4515 | 147.1182 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37621 | -98321 | -277181 | 412172 | 566079 | -580003 |
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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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