Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090108.5177 | 924741.2807 | 165367.237 | 35422569.3221 | 40606058.5052 | -5183489.183 |
Total P&L (%) | 1090.1085 | 924.7413 | 165.3672 | 35422.5693 | 40606.0585 | -5183.4892 |
Avg Daily Profit (%) | 0.5234 | 0.444 | 0.0794 | 0.2823 | 0.2889 | 0 |
Buy And Hold Return (%) | 1161.778 | 1161.778 | 1161.778 | 1161.778 | 1161.778 | 1161.778 |
Max Trade Drawdown | -86489 | -51417 | -69149 | -34256155 | -21927684 | -17774998 |
Profit Factor | 3.2975 | 4.271 | 1.8624 | 1.4851 | 1.8988 | 0.8138 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 43.9252 | 41.5094 | 46.2963 | 43.9252 | 41.5094 | 46.2963 |
Ratio Avg Win / Avg Loss | 4.2096 | 6.0182 | 2.1603 | 1.8959 | 2.6756 | 0.9441 |
Largest Winning Trade | 346693 | 346693 | 50324 | 38846095 | 38846095 | 4165245 |
Largest Losing Trade | -43346 | -43346 | -18724 | -10273205 | -10273205 | -4648360 |
Avg Bars in Trades | 227 | 235 | 219 | 227 | 235 | 219 |
Avg Bars in Winners | 337 | 357 | 319 | 337 | 357 | 319 |
Avg Bars in Losers | 141 | 147 | 134 | 141 | 147 | 134 |
Bars Traded | 24323 | 12460 | 11863 | 24323 | 12460 | 11863 |
Profit Streak | 84.4257 | 88.509 | 84.4257 | 84.4257 | 88.509 | 84.4257 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149788 | -331193 | -430131 | 358245 | -170396 | -761715 |
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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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