Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941888.3156 | 817045.1836 | 124843.132 | 9039826.051 | 17618465.8373 | -8578639.7863 |
Total P&L (%) | 941.8883 | 817.0452 | 124.8431 | 9039.8261 | 17618.4658 | -8578.6398 |
Avg Daily Profit (%) | 0.3768 | 0.3268 | 0.0499 | 0.1808 | 0.2073 | 0 |
Buy And Hold Return (%) | 783.933 | 783.933 | 783.933 | 783.933 | 783.933 | 783.933 |
Max Trade Drawdown | -93942 | -46444 | -107543 | -12005756 | -4137375 | -15890642 |
Profit Factor | 2.8608 | 4.5971 | 1.4474 | 1.3113 | 2.9019 | 0.5661 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 50.5051 | 42.8571 | 58 | 50.5051 | 42.8571 | 58 |
Ratio Avg Win / Avg Loss | 2.8036 | 6.1294 | 1.0481 | 1.2851 | 3.8692 | 0.4099 |
Largest Winning Trade | 375266 | 375266 | 48384 | 11646248 | 11646248 | 1629477 |
Largest Losing Trade | -70890 | -28409 | -70890 | -10610941 | -2869401 | -10610941 |
Avg Bars in Trades | 97 | 101 | 94 | 97 | 101 | 94 |
Avg Bars in Winners | 117 | 136 | 104 | 117 | 136 | 104 |
Avg Bars in Losers | 77 | 75 | 81 | 77 | 75 | 81 |
Bars Traded | 9699 | 4972 | 4727 | 9699 | 4972 | 4727 |
Profit Streak | 155.8036 | 168.8036 | 155.8036 | 155.8036 | 168.8036 | 155.8036 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86370 | -137729 | -469070 | 350563 | 429368 | -758832 |
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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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