Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859095.3018 | 767475.1958 | 91620.106 | 4666480.2674 | 7732628.5772 | -3066148.3098 |
Total P&L (%) | 859.0953 | 767.4752 | 91.6201 | 4666.4803 | 7732.6286 | -3066.1483 |
Avg Daily Profit (%) | 0.3437 | 0.3071 | 0.0367 | 0.1547 | 0.1746 | 0 |
Buy And Hold Return (%) | 754.1752 | 754.1752 | 754.1752 | 754.1752 | 754.1752 | 754.1752 |
Max Trade Drawdown | -87462 | -54387 | -93454 | -4415830 | -1588955 | -5927154 |
Profit Factor | 2.6185 | 4.1923 | 1.3155 | 1.3565 | 2.6718 | 0.6378 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 45.5446 | 46 | 45.098 | 45.5446 | 46 | 45.098 |
Ratio Avg Win / Avg Loss | 3.1308 | 4.9214 | 1.6015 | 1.6219 | 3.1365 | 0.7764 |
Largest Winning Trade | 353933 | 353933 | 48900 | 4655716 | 4655716 | 849663 |
Largest Losing Trade | -73543 | -24089 | -73543 | -4205264 | -820528 | -4205264 |
Avg Bars in Trades | 144 | 148 | 140 | 144 | 148 | 140 |
Avg Bars in Winners | 210 | 202 | 217 | 210 | 202 | 217 |
Avg Bars in Losers | 89 | 102 | 76 | 89 | 102 | 76 |
Bars Traded | 14597 | 7430 | 7167 | 14597 | 7430 | 7167 |
Profit Streak | 165.9317 | 176.0984 | 165.9317 | 165.9317 | 176.0984 | 165.9317 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108317 | -324777 | -489411 | 308451 | -167723 | -761772 |
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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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