Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841145.7696 | 737039.4697 | 104106.2999 | 3023373.7627 | 36624694.2407 | -33601320.4781 |
Total P&L (%) | 841.1458 | 737.0395 | 104.1063 | 3023.3738 | 36624.6942 | -33601.3205 |
Avg Daily Profit (%) | 0.3364 | 0.2948 | 0.0416 | 0.1377 | 0.2365 | 0 |
Buy And Hold Return (%) | 680.6448 | 680.6448 | 680.6448 | 680.6448 | 680.6448 | 680.6448 |
Max Trade Drawdown | -140682 | -70303 | -125179 | -42462568 | -2953086 | -41804739 |
Profit Factor | 2.7684 | 4.4874 | 1.3939 | 1.0555 | 5.6732 | 0.2792 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 57.1429 | 60 | 54.3478 | 57.1429 | 60 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.0763 | 2.9916 | 1.1709 | 0.7916 | 3.7821 | 0.2346 |
Largest Winning Trade | 172060 | 172060 | 63630 | 28383329 | 28383329 | 3003209 |
Largest Losing Trade | -90036 | -49448 | -90036 | -40407997 | -2953086 | -40407997 |
Avg Bars in Trades | 77 | 92 | 62 | 77 | 92 | 62 |
Avg Bars in Winners | 89 | 85 | 92 | 89 | 85 | 92 |
Avg Bars in Losers | 62 | 103 | 27 | 62 | 103 | 27 |
Bars Traded | 7073 | 4176 | 2897 | 7073 | 4176 | 2897 |
Profit Streak | 67.3749 | 142.3749 | 67.3749 | 67.3749 | 142.3749 | 67.3749 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75789 | -121020 | -301214 | -169552 | 696667 | -579582 |
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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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