Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905703.7466 | 784748.1821 | 120955.5645 | 10008409.3463 | 19729968.301 | -9721558.9547 |
Total P&L (%) | 905.7037 | 784.7482 | 120.9556 | 10008.4093 | 19729.9683 | -9721.559 |
Avg Daily Profit (%) | 0.3622 | 0.3139 | 0.0484 | 0.1848 | 0.2118 | 0 |
Buy And Hold Return (%) | 674.7753 | 674.7753 | 674.7753 | 674.7753 | 674.7753 | 674.7753 |
Max Trade Drawdown | -121222 | -92756 | -108111 | -14245506 | -3044414 | -16190852 |
Profit Factor | 2.771 | 4.2464 | 1.4485 | 1.3606 | 3.8042 | 0.5308 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 56.4356 | 58 | 54.902 | 56.4356 | 58 | 54.902 |
Ratio Avg Win / Avg Loss | 2.139 | 3.075 | 1.1898 | 1.0503 | 2.7548 | 0.436 |
Largest Winning Trade | 172130 | 172130 | 64426 | 11684438 | 11684438 | 1603125 |
Largest Losing Trade | -71485 | -53384 | -71485 | -13205166 | -1384800 | -13205166 |
Avg Bars in Trades | 70 | 81 | 59 | 70 | 81 | 59 |
Avg Bars in Winners | 84 | 84 | 83 | 84 | 84 | 83 |
Avg Bars in Losers | 51 | 76 | 28 | 51 | 76 | 28 |
Bars Traded | 7077 | 4068 | 3009 | 7077 | 4068 | 3009 |
Profit Streak | 124.7146 | 124.7146 | 234.7146 | 124.7146 | 124.7146 | 234.7146 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42139 | -277272 | -471156 | 389387 | -163395 | -758842 |
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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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