Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776261.6235 | 643809.1876 | 132452.436 | 11619399.809 | 16128984.5205 | -4509584.7115 |
Total P&L (%) | 776.2616 | 643.8092 | 132.4524 | 11619.3998 | 16128.9845 | -4509.5847 |
Avg Daily Profit (%) | 0.3104 | 0.2575 | 0.053 | 0.1907 | 0.2037 | 0 |
Buy And Hold Return (%) | 860.7074 | 860.7074 | 860.7074 | 860.7074 | 860.7074 | 860.7074 |
Max Trade Drawdown | -89469 | -63857 | -63263 | -7544564 | -1055427 | -7937530 |
Profit Factor | 3.4328 | 6.9517 | 1.628 | 1.9658 | 10.3638 | 0.5625 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 63.9535 | 65.1163 | 62.7907 | 63.9535 | 65.1163 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.9348 | 3.7241 | 0.9647 | 1.108 | 5.552 | 0.3334 |
Largest Winning Trade | 159603 | 159603 | 47467 | 7556168 | 7556168 | 1253928 |
Largest Losing Trade | -56833 | -56692 | -56833 | -7544564 | -934181 | -7544564 |
Avg Bars in Trades | 52 | 82 | 22 | 52 | 82 | 22 |
Avg Bars in Winners | 46 | 63 | 28 | 46 | 63 | 28 |
Avg Bars in Losers | 63 | 118 | 11 | 63 | 118 | 11 |
Bars Traded | 4504 | 3558 | 946 | 4504 | 3558 | 946 |
Profit Streak | 287.9801 | 376.9801 | 287.9801 | 287.9801 | 376.9801 | 287.9801 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146566 | -145349 | -285077 | 512856 | 718893 | -578202 |
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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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