Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924369.9872 | 756366.1285 | 168003.8588 | 26453116.296 | 29986824.5445 | -3533708.2485 |
Total P&L (%) | 924.37 | 756.3661 | 168.0039 | 26453.1163 | 29986.8245 | -3533.7082 |
Avg Daily Profit (%) | 0.3697 | 0.3025 | 0.0672 | 0.2235 | 0.2285 | 0 |
Buy And Hold Return (%) | 1008.4472 | 1008.4472 | 1008.4472 | 1008.4472 | 1008.4472 | 1008.4472 |
Max Trade Drawdown | -69807 | -63622 | -62197 | -8791543 | -3094352 | -11661505 |
Profit Factor | 3.5985 | 5.8636 | 1.8391 | 2.1172 | 4.9708 | 0.7809 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 59.0361 | 56.0976 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.497 | 4.5889 | 1.1318 | 1.4691 | 3.8902 | 0.4805 |
Largest Winning Trade | 254288 | 254288 | 48572 | 15413172 | 15413172 | 1345250 |
Largest Losing Trade | -62197 | -42246 | -62197 | -7749700 | -2104239 | -7749700 |
Avg Bars in Trades | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Winners | 63 | 67 | 60 | 63 | 67 | 60 |
Avg Bars in Losers | 48 | 48 | 47 | 48 | 48 | 47 |
Bars Traded | 4748 | 2423 | 2325 | 4748 | 2423 | 2325 |
Profit Streak | 110.3968 | 110.3968 | 201.8968 | 110.3968 | 110.3968 | 201.8968 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147997 | -147047 | -263648 | 456433 | 627958 | -577805 |
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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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