Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1133565.2613 | 924679.3842 | 208885.8771 | 55468219.05 | 57325573.0192 | -1857353.9692 |
Total P&L (%) | 1133.5653 | 924.6794 | 208.8859 | 55468.2191 | 57325.573 | -1857.354 |
Avg Daily Profit (%) | 0.4533 | 0.3698 | 0.0835 | 0.2531 | 0.2544 | 0 |
Buy And Hold Return (%) | 971.5276 | 971.5276 | 971.5276 | 971.5276 | 971.5276 | 971.5276 |
Max Trade Drawdown | -85030 | -46542 | -83742 | -17757590 | -10415982 | -29716100 |
Profit Factor | 3.9686 | 6.8697 | 1.9312 | 1.9049 | 3.6642 | 0.9533 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 62.7907 | 60.4651 | 65.1163 | 62.7907 | 60.4651 | 65.1163 |
Ratio Avg Win / Avg Loss | 2.3517 | 4.4917 | 1.0346 | 1.1289 | 2.3958 | 0.5107 |
Largest Winning Trade | 341958 | 341958 | 48570 | 27269908 | 27269908 | 6064099 |
Largest Losing Trade | -71582 | -37735 | -71582 | -16857640 | -7166658 | -16857640 |
Avg Bars in Trades | 56 | 59 | 52 | 56 | 59 | 52 |
Avg Bars in Winners | 67 | 72 | 63 | 67 | 72 | 63 |
Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
Bars Traded | 4827 | 2565 | 2262 | 4827 | 2565 | 2262 |
Profit Streak | 225.2883 | 225.2883 | 227.2883 | 225.2883 | 225.2883 | 227.2883 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93076 | -145379 | -241277 | 524430 | 637173 | -577411 |
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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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