Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870829.4626 | 760113.5841 | 110715.8784 | 6528196.9285 | 26250862.6151 | -19722665.6866 |
Total P&L (%) | 870.8295 | 760.1136 | 110.7159 | 6528.1969 | 26250.8626 | -19722.6657 |
Avg Daily Profit (%) | 0.3482 | 0.304 | 0.0443 | 0.1679 | 0.2232 | 0 |
Buy And Hold Return (%) | 823.2965 | 823.2965 | 823.2965 | 823.2965 | 823.2965 | 823.2965 |
Max Trade Drawdown | -130040 | -97367 | -117205 | -27749952 | -3315131 | -26292309 |
Profit Factor | 2.2998 | 3.4569 | 1.3071 | 1.1494 | 3.4413 | 0.4015 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 51.497 | 48.8095 | 54.2169 | 51.497 | 48.8095 | 54.2169 |
Ratio Avg Win / Avg Loss | 2.1661 | 3.6255 | 1.1037 | 1.0825 | 3.6091 | 0.3391 |
Largest Winning Trade | 173368 | 173368 | 65274 | 20675086 | 20675086 | 1032688 |
Largest Losing Trade | -70480 | -38959 | -70480 | -22977209 | -2602775 | -22977209 |
Avg Bars in Trades | 43 | 49 | 36 | 43 | 49 | 36 |
Avg Bars in Winners | 58 | 63 | 53 | 58 | 63 | 53 |
Avg Bars in Losers | 27 | 37 | 17 | 27 | 37 | 17 |
Bars Traded | 7255 | 4198 | 3057 | 7255 | 4198 | 3057 |
Profit Streak | 66.0209 | 90.6876 | 66.0209 | 66.0209 | 90.6876 | 66.0209 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131679 | -149671 | -298651 | -46019 | 553882 | -580004 |
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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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