Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704453.7896 | 616030.2602 | 88423.5294 | 4698254.9094 | 9627606.3996 | -4929351.4902 |
Total P&L (%) | 704.4538 | 616.0303 | 88.4235 | 4698.2549 | 9627.6064 | -4929.3515 |
Avg Daily Profit (%) | 0.2817 | 0.2463 | 0.0354 | 0.1549 | 0.1832 | 0 |
Buy And Hold Return (%) | 783.3623 | 783.3623 | 783.3623 | 783.3623 | 783.3623 | 783.3623 |
Max Trade Drawdown | -95993 | -76045 | -81917 | -7728468 | -1099256 | -7388332 |
Profit Factor | 2.5676 | 4.0289 | 1.3594 | 1.3528 | 3.4514 | 0.4751 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 60.9195 | 67.4419 | 54.5455 | 60.9195 | 67.4419 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6471 | 1.945 | 1.1329 | 0.8678 | 1.6662 | 0.3959 |
Largest Winning Trade | 162826 | 162826 | 47961 | 6505293 | 6505293 | 763823 |
Largest Losing Trade | -61222 | -49895 | -61222 | -6428672 | -970482 | -6428672 |
Avg Bars in Trades | 80 | 97 | 64 | 80 | 97 | 64 |
Avg Bars in Winners | 83 | 76 | 92 | 83 | 76 | 92 |
Avg Bars in Losers | 75 | 141 | 30 | 75 | 141 | 30 |
Bars Traded | 7002 | 4184 | 2819 | 7002 | 4184 | 2819 |
Profit Streak | 68.0337 | 142.7004 | 68.0337 | 68.0337 | 142.7004 | 68.0337 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149250 | -146987 | -309784 | 310281 | 639679 | -579571 |
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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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