Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024041.3512 | 796739.2327 | 227302.1185 | 58809157.4629 | 103320088.0388 | -44510930.5759 |
Total P&L (%) | 1024.0414 | 796.7392 | 227.3021 | 58809.1575 | 103320.088 | -44510.9306 |
Avg Daily Profit (%) | 0.4095 | 0.3186 | 0.0909 | 0.2554 | 0.278 | 0 |
Buy And Hold Return (%) | 801.0006 | 801.0006 | 801.0006 | 801.0006 | 801.0006 | 801.0006 |
Max Trade Drawdown | -105188 | -84238 | -111109 | -82467568 | -5227877 | -85483501 |
Profit Factor | 4.3121 | 6.9994 | 2.2887 | 1.6281 | 16.4044 | 0.4879 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 74.7126 | 74.4186 | 75 | 74.7126 | 74.4186 | 75 |
Ratio Avg Win / Avg Loss | 1.4595 | 2.406 | 0.7629 | 0.5511 | 5.639 | 0.1626 |
Largest Winning Trade | 161846 | 161846 | 47399 | 54165817 | 54165817 | 10222396 |
Largest Losing Trade | -72407 | -56029 | -72407 | -73166985 | -2977293 | -73166985 |
Avg Bars in Trades | 53 | 79 | 28 | 53 | 79 | 28 |
Avg Bars in Winners | 52 | 73 | 31 | 52 | 73 | 31 |
Avg Bars in Losers | 58 | 96 | 21 | 58 | 96 | 21 |
Bars Traded | 4673 | 3399 | 1274 | 4673 | 3399 | 1274 |
Profit Streak | 230.0596 | 230.0596 | 234.5596 | 230.0596 | 230.0596 | 234.5596 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57974 | -143625 | -230844 | 503331 | 784961 | -575822 |
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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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