Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073423.0158 | 827994.4344 | 245428.5815 | 12428442.2118 | 14635816.1472 | -2207373.9354 |
Total P&L (%) | 1073.423 | 827.9944 | 245.4286 | 12428.4422 | 14635.8161 | -2207.3739 |
Avg Daily Profit (%) | 0.449 | 0.3463 | 0.1027 | 0.2023 | 0.2091 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153529 | -100642 | -98616 | -68793197 | -37621611 | -60174541 |
Profit Factor | 2.5089 | 3.3966 | 1.6707 | 1.0537 | 1.1312 | 0.9816 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 49.5238 | 45.283 | 53.8462 | 49.5238 | 45.283 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.5572 | 4.1042 | 1.4321 | 1.074 | 1.3669 | 0.8413 |
Largest Winning Trade | 259054 | 259054 | 71048 | 27930919 | 27930919 | 22135973 |
Largest Losing Trade | -37464 | -27838 | -37464 | -25508392 | -20924416 | -25508392 |
Avg Bars in Trades | 65 | 47 | 84 | 65 | 47 | 84 |
Avg Bars in Winners | 96 | 73 | 115 | 96 | 73 | 115 |
Avg Bars in Losers | 35 | 25 | 48 | 35 | 25 | 48 |
Bars Traded | 6907 | 2498 | 4410 | 6907 | 2498 | 4410 |
Profit Streak | 0 | 0 | 52.9773 | 0 | 0 | 52.9773 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541528 | -166105 | -232864 | -153270 | -249944 | -759771 |
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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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