Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002722.2786 | 887911.7269 | 114810.5517 | 9231916.3614 | 17304127.7374 | -8072211.376 |
Total P&L (%) | 1002.7223 | 887.9117 | 114.8106 | 9231.9164 | 17304.1277 | -8072.2114 |
Avg Daily Profit (%) | 0.4008 | 0.3549 | 0.0459 | 0.1815 | 0.2064 | 0 |
Buy And Hold Return (%) | 797.2683 | 797.2683 | 797.2683 | 797.2683 | 797.2683 | 797.2683 |
Max Trade Drawdown | -156873 | -115030 | -72382 | -16369009 | -5593008 | -11364936 |
Profit Factor | 2.7638 | 3.9929 | 1.4224 | 1.3541 | 2.7113 | 0.4942 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 61.165 | 54.902 | 67.3077 | 61.165 | 54.902 | 67.3077 |
Ratio Avg Win / Avg Loss | 1.7548 | 3.2799 | 0.6909 | 0.8598 | 2.2271 | 0.24 |
Largest Winning Trade | 380023 | 380023 | 50872 | 18736045 | 18736045 | 1317606 |
Largest Losing Trade | -47312 | -36610 | -47312 | -7700814 | -4177441 | -7700814 |
Avg Bars in Trades | 68 | 77 | 60 | 68 | 77 | 60 |
Avg Bars in Winners | 76 | 93 | 63 | 76 | 93 | 63 |
Avg Bars in Losers | 56 | 58 | 53 | 56 | 58 | 53 |
Bars Traded | 7072 | 3949 | 3123 | 7072 | 3949 | 3123 |
Profit Streak | 74.2889 | 80.2889 | 74.2889 | 74.2889 | 80.2889 | 74.2889 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67890 | -292850 | -475488 | 335314 | -165596 | -758031 |
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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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