Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858765.3081 | 741736.1275 | 117029.1806 | 9260533.511 | 17061530.3312 | -7800996.8202 |
Total P&L (%) | 858.7653 | 741.7361 | 117.0292 | 9260.5335 | 17061.5303 | -7800.9968 |
Avg Daily Profit (%) | 0.3435 | 0.2967 | 0.0468 | 0.1817 | 0.206 | 0 |
Buy And Hold Return (%) | 717.5575 | 717.5575 | 717.5575 | 717.5575 | 717.5575 | 717.5575 |
Max Trade Drawdown | -106071 | -84519 | -92768 | -13437491 | -3117453 | -13741086 |
Profit Factor | 2.7947 | 3.805 | 1.5467 | 1.3823 | 2.974 | 0.4993 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 58.7629 | 60.4167 | 57.1429 | 58.7629 | 60.4167 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.9612 | 2.4929 | 1.16 | 0.97 | 1.9485 | 0.3745 |
Largest Winning Trade | 164826 | 164826 | 61136 | 11474882 | 11474882 | 1336190 |
Largest Losing Trade | -62832 | -56568 | -62832 | -11584243 | -1975512 | -11584243 |
Avg Bars in Trades | 74 | 89 | 60 | 74 | 89 | 60 |
Avg Bars in Winners | 82 | 85 | 78 | 82 | 85 | 78 |
Avg Bars in Losers | 64 | 95 | 36 | 64 | 95 | 36 |
Bars Traded | 7259 | 4292 | 2967 | 7259 | 4292 | 2967 |
Profit Streak | 70.6667 | 137.3333 | 70.6667 | 70.6667 | 137.3333 | 70.6667 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87594 | -137112 | -293005 | 329889 | 582064 | -579197 |
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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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