Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697837.2903 | 606214.1683 | 91623.122 | 2667073.8288 | 19740471.925 | -17073398.0962 |
Total P&L (%) | 697.8373 | 606.2142 | 91.6231 | 2667.0738 | 19740.4719 | -17073.3981 |
Avg Daily Profit (%) | 0.2789 | 0.2422 | 0.0366 | 0.1328 | 0.2116 | 0 |
Buy And Hold Return (%) | 856.9934 | 856.9934 | 856.9934 | 856.9934 | 856.9934 | 856.9934 |
Max Trade Drawdown | -123202 | -69755 | -127397 | -21866456 | -860079 | -22197469 |
Profit Factor | 2.5258 | 5.2714 | 1.2905 | 1.0974 | 9.4864 | 0.3185 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 65.5914 | 63.0435 | 68.0851 | 65.5914 | 63.0435 | 68.0851 |
Ratio Avg Win / Avg Loss | 1.325 | 3.0902 | 0.6049 | 0.5757 | 5.561 | 0.1493 |
Largest Winning Trade | 109186 | 109186 | 54242 | 12555684 | 12555684 | 1314731 |
Largest Losing Trade | -85795 | -42762 | -85795 | -13827491 | -559255 | -13827491 |
Avg Bars in Trades | 50 | 60 | 40 | 50 | 60 | 40 |
Avg Bars in Winners | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Losers | 36 | 58 | 11 | 36 | 58 | 11 |
Bars Traded | 4727 | 2803 | 1924 | 4727 | 2803 | 1924 |
Profit Streak | 77.6365 | 112.1365 | 77.6365 | 77.6365 | 112.1365 | 77.6365 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149851 | -146267 | -308424 | -129905 | 712184 | -577794 |
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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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