Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809662.6942 | 725443.6777 | 84219.0164 | 5368832.5544 | 5999898.0204 | -631065.466 |
Total P&L (%) | 809.6627 | 725.4437 | 84.219 | 5368.8326 | 5999.898 | -631.0655 |
Avg Daily Profit (%) | 0.3238 | 0.2901 | 0.0337 | 0.1602 | 0.1645 | 0 |
Buy And Hold Return (%) | 814.7273 | 814.7273 | 814.7273 | 814.7273 | 814.7273 | 814.7273 |
Max Trade Drawdown | -96742 | -79554 | -39838 | -2235294 | -2173609 | -1051543 |
Profit Factor | 2.7471 | 3.5888 | 1.4597 | 1.6813 | 2.2501 | 0.7951 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 50.9434 | 52.8302 | 49.0566 | 50.9434 | 52.8302 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.6453 | 3.2043 | 1.5158 | 1.6191 | 2.009 | 0.8257 |
Largest Winning Trade | 317490 | 317490 | 48425 | 4245976 | 4245976 | 470145 |
Largest Losing Trade | -37054 | -37054 | -20997 | -880230 | -880230 | -492240 |
Avg Bars in Trades | 67 | 114 | 20 | 67 | 114 | 20 |
Avg Bars in Winners | 64 | 104 | 21 | 64 | 104 | 21 |
Avg Bars in Losers | 70 | 126 | 18 | 70 | 126 | 18 |
Bars Traded | 7141 | 6079 | 1062 | 7141 | 6079 | 1062 |
Profit Streak | 76.7996 | 103.133 | 0 | 76.7996 | 103.133 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150477 | -328939 | -491647 | 416562 | -166712 | -760922 |
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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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