Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945229.9648 | 794779.2784 | 150450.6864 | 16011423.9254 | 29375849.2577 | -13364425.3323 |
Total P&L (%) | 945.23 | 794.7793 | 150.4507 | 16011.4239 | 29375.8493 | -13364.4253 |
Avg Daily Profit (%) | 0.378 | 0.3178 | 0.0602 | 0.2035 | 0.2277 | 0 |
Buy And Hold Return (%) | 759.1792 | 759.1792 | 759.1792 | 759.1792 | 759.1792 | 759.1792 |
Max Trade Drawdown | -82475 | -38668 | -90942 | -16550283 | -7543812 | -22563142 |
Profit Factor | 3.4536 | 6.2365 | 1.6444 | 1.3262 | 2.995 | 0.611 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 56.5789 | 55.2632 | 57.8947 | 56.5789 | 55.2632 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.6504 | 5.0486 | 1.1959 | 1.0178 | 2.4245 | 0.4443 |
Largest Winning Trade | 355043 | 355043 | 50083 | 20960329 | 20960329 | 6121956 |
Largest Losing Trade | -67707 | -26107 | -67707 | -13906033 | -3193135 | -13906033 |
Avg Bars in Trades | 63 | 67 | 59 | 63 | 67 | 59 |
Avg Bars in Winners | 78 | 77 | 79 | 78 | 77 | 79 |
Avg Bars in Losers | 43 | 54 | 32 | 43 | 54 | 32 |
Bars Traded | 4810 | 2546 | 2264 | 4810 | 2546 | 2264 |
Profit Streak | 152.1881 | 157.6881 | 152.1881 | 152.1881 | 157.6881 | 152.1881 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124664 | -131955 | -274745 | -42983 | 563560 | -579166 |
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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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