Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836788.5918 | 729523.2645 | 107265.3273 | 10023686.5459 | 13709958.9476 | -3686272.4017 |
Total P&L (%) | 836.7886 | 729.5233 | 107.2653 | 10023.6865 | 13709.9589 | -3686.2724 |
Avg Daily Profit (%) | 0.3344 | 0.2916 | 0.0429 | 0.1847 | 0.1972 | 0 |
Buy And Hold Return (%) | 860.7201 | 860.7201 | 860.7201 | 860.7201 | 860.7201 | 860.7201 |
Max Trade Drawdown | -132812 | -107557 | -97622 | -7751932 | -3316040 | -8893363 |
Profit Factor | 2.6754 | 3.9297 | 1.4283 | 1.514 | 2.9137 | 0.7012 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 48.5437 | 50.9804 | 46.1538 | 48.5437 | 50.9804 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.8359 | 3.7785 | 1.6664 | 1.6049 | 2.8016 | 0.818 |
Largest Winning Trade | 181925 | 181925 | 65903 | 8072601 | 8072601 | 1517458 |
Largest Losing Trade | -53687 | -53687 | -32569 | -3525941 | -1409240 | -3525941 |
Avg Bars in Trades | 67 | 80 | 55 | 67 | 80 | 55 |
Avg Bars in Winners | 90 | 96 | 84 | 90 | 96 | 84 |
Avg Bars in Losers | 46 | 64 | 30 | 46 | 64 | 30 |
Bars Traded | 6979 | 4107 | 2872 | 6979 | 4107 | 2872 |
Profit Streak | 76.8314 | 144.4981 | 76.8314 | 76.8314 | 144.4981 | 76.8314 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150815 | -328913 | -480435 | 398959 | -165389 | -761771 |
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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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