Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2699670.423 | 2663397.9012 | 36272.5218 | 732082.9939 | -4090479.9883 | 4822562.9822 |
Total P&L (%) | 2699.6704 | 2663.3979 | 36.2725 | 732.083 | -4090.48 | 4822.563 |
Avg Daily Profit (%) | 1.5084 | 1.4881 | 0.0203 | 0.1185 | 0 | 0.2179 |
Buy And Hold Return (%) | 268.6833 | 268.6833 | 268.6833 | 268.6833 | 268.6833 | 268.6833 |
Max Trade Drawdown | -249864 | -267847 | -52968 | -23312227 | -26092115 | -1781198 |
Profit Factor | 5.2738 | 6.3484 | 1.2713 | 1.0192 | 0.877 | 1.9731 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 52 | 19 | 33 | 52 | 19 | 33 |
Losing Trades | 56 | 35 | 21 | 56 | 35 | 21 |
Profitability (%) | 48.1481 | 35.1852 | 61.1111 | 48.1481 | 35.1852 | 61.1111 |
Ratio Avg Win / Avg Loss | 5.6795 | 11.6944 | 0.809 | 1.0976 | 1.6156 | 1.2556 |
Largest Winning Trade | 1850761 | 1850761 | 17293 | 14023479 | 14023479 | 2327734 |
Largest Losing Trade | -37334 | -37334 | -31342 | -6276240 | -6276240 | -1349463 |
Avg Bars in Trades | 63 | 118 | 9 | 63 | 118 | 9 |
Avg Bars in Winners | 64 | 159 | 9 | 64 | 159 | 9 |
Avg Bars in Losers | 63 | 96 | 8 | 63 | 96 | 8 |
Bars Traded | 6874 | 6384 | 490 | 6874 | 6384 | 490 |
Profit Streak | 4.9371 | 4.9371 | 96.4371 | 4.9371 | 4.9371 | 96.4371 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 808886 | -163144 | -511097 | -236572 | -763436 | -166949 |
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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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