Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987555.0329 | 802561.9013 | 184993.1316 | 47488699.1439 | 59904310.5098 | -12415611.3659 |
Total P&L (%) | 987.555 | 802.5619 | 184.9931 | 47488.6991 | 59904.3105 | -12415.6114 |
Avg Daily Profit (%) | 0.3948 | 0.3209 | 0.074 | 0.2468 | 0.2561 | 0 |
Buy And Hold Return (%) | 853.4158 | 853.4158 | 853.4158 | 853.4158 | 853.4158 | 853.4158 |
Max Trade Drawdown | -71252 | -67022 | -70031 | -31303056 | -4678718 | -31394564 |
Profit Factor | 3.4519 | 5.4617 | 1.8299 | 2.0164 | 7.5525 | 0.6696 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 58.5106 | 61.7021 | 55.3191 | 58.5106 | 61.7021 | 55.3191 |
Ratio Avg Win / Avg Loss | 2.4477 | 3.39 | 1.478 | 1.4298 | 4.6878 | 0.5409 |
Largest Winning Trade | 163123 | 163123 | 60126 | 34110901 | 34110901 | 6748652 |
Largest Losing Trade | -41698 | -41698 | -39433 | -20401584 | -3944681 | -20401584 |
Avg Bars in Trades | 76 | 95 | 56 | 76 | 95 | 56 |
Avg Bars in Winners | 94 | 95 | 93 | 94 | 95 | 93 |
Avg Bars in Losers | 50 | 96 | 11 | 50 | 96 | 11 |
Bars Traded | 7169 | 4496 | 2673 | 7169 | 4496 | 2673 |
Profit Streak | 75.7463 | 132.413 | 75.7463 | 75.7463 | 132.413 | 75.7463 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97846 | -145624 | -256283 | 499828 | 719800 | -579449 |
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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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