Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977900.5938 | 826664.5931 | 151236.0006 | 19517995.9773 | 39510818.4886 | -19992822.5113 |
Total P&L (%) | 977.9006 | 826.6646 | 151.236 | 19517.996 | 39510.8185 | -19992.8225 |
Avg Daily Profit (%) | 0.3911 | 0.3306 | 0.0605 | 0.2114 | 0.2395 | 0 |
Buy And Hold Return (%) | 794.5454 | 794.5454 | 794.5454 | 794.5454 | 794.5454 | 794.5454 |
Max Trade Drawdown | -132902 | -99154 | -108526 | -29616974 | -6507203 | -32740646 |
Profit Factor | 2.9409 | 4.4875 | 1.5668 | 1.3438 | 3.716 | 0.5266 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 56.3107 | 58.8235 | 53.8462 | 56.3107 | 58.8235 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.2817 | 3.1413 | 1.343 | 1.0426 | 2.6012 | 0.4514 |
Largest Winning Trade | 169205 | 169205 | 65001 | 23142441 | 23142441 | 3008247 |
Largest Losing Trade | -70742 | -50677 | -70742 | -26776563 | -2650884 | -26776563 |
Avg Bars in Trades | 68 | 79 | 57 | 68 | 79 | 57 |
Avg Bars in Winners | 80 | 82 | 77 | 80 | 82 | 77 |
Avg Bars in Losers | 53 | 76 | 34 | 53 | 76 | 34 |
Bars Traded | 7072 | 4076 | 2997 | 7072 | 4076 | 2997 |
Profit Streak | 129.8799 | 129.8799 | 239.8799 | 129.8799 | 129.8799 | 239.8799 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76253 | -314971 | -454424 | 393456 | -163115 | -758980 |
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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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