Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859134.4499 | 706694.8181 | 152439.6319 | 17180730.7402 | 32726358.2576 | -15545627.5174 |
Total P&L (%) | 859.1345 | 706.6948 | 152.4396 | 17180.7307 | 32726.3583 | -15545.6275 |
Avg Daily Profit (%) | 0.3436 | 0.2826 | 0.061 | 0.2063 | 0.232 | 0 |
Buy And Hold Return (%) | 834.1007 | 834.1007 | 834.1007 | 834.1007 | 834.1007 | 834.1007 |
Max Trade Drawdown | -79278 | -72231 | -66078 | -24109286 | -2893911 | -21374279 |
Profit Factor | 2.8593 | 4.3634 | 1.605 | 1.5069 | 4.5397 | 0.3693 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 61.9469 | 57.1429 | 66.6667 | 61.9469 | 57.1429 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.7564 | 3.2726 | 0.8025 | 0.9257 | 3.4048 | 0.1847 |
Largest Winning Trade | 198569 | 198569 | 47413 | 23518779 | 23518779 | 1416016 |
Largest Losing Trade | -58477 | -37372 | -58477 | -20679185 | -2365449 | -20679185 |
Avg Bars in Trades | 42 | 47 | 38 | 42 | 47 | 38 |
Avg Bars in Winners | 48 | 51 | 45 | 48 | 51 | 45 |
Avg Bars in Losers | 34 | 42 | 23 | 34 | 42 | 23 |
Bars Traded | 4855 | 2679 | 2176 | 4855 | 2679 | 2176 |
Profit Streak | 84.7012 | 88.7012 | 84.7012 | 84.7012 | 88.7012 | 84.7012 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138906 | -328276 | -454375 | 380981 | -162802 | -758114 |
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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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