Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997751.1633 | 844188.9975 | 153562.1658 | 24719546.6625 | 27883854.5859 | -3164307.9234 |
Total P&L (%) | 997.7512 | 844.189 | 153.5622 | 24719.5467 | 27883.8546 | -3164.3079 |
Avg Daily Profit (%) | 0.399 | 0.3376 | 0.0614 | 0.2208 | 0.2256 | 0 |
Buy And Hold Return (%) | 975.0625 | 975.0625 | 975.0625 | 975.0625 | 975.0625 | 975.0625 |
Max Trade Drawdown | -86029 | -52793 | -72309 | -19220704 | -11535230 | -10268542 |
Profit Factor | 3.0275 | 4.4282 | 1.6246 | 1.5384 | 2.2687 | 0.8678 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 52.4752 | 52 | 52.9412 | 52.4752 | 52 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.7419 | 4.0876 | 1.4441 | 1.3932 | 2.0942 | 0.7714 |
Largest Winning Trade | 331126 | 331126 | 50921 | 20023066 | 20023066 | 4804083 |
Largest Losing Trade | -38677 | -38677 | -32709 | -5774748 | -5230957 | -5774748 |
Avg Bars in Trades | 72 | 74 | 70 | 72 | 74 | 70 |
Avg Bars in Winners | 94 | 92 | 97 | 94 | 92 | 97 |
Avg Bars in Losers | 47 | 54 | 39 | 47 | 54 | 39 |
Bars Traded | 7300 | 3704 | 3594 | 7300 | 3704 | 3594 |
Profit Streak | 81.8534 | 88.8534 | 81.8534 | 81.8534 | 88.8534 | 81.8534 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141464 | -328425 | -453846 | 407083 | -166662 | -759894 |
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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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