Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892096.5715 | 795069.5121 | 97027.0594 | 4377939.0528 | 6695302.3159 | -2317363.2631 |
Total P&L (%) | 892.0966 | 795.0695 | 97.0271 | 4377.9391 | 6695.3023 | -2317.3633 |
Avg Daily Profit (%) | 0.3569 | 0.3181 | 0.0388 | 0.1522 | 0.1689 | 0 |
Buy And Hold Return (%) | 825.828 | 825.828 | 825.828 | 825.828 | 825.828 | 825.828 |
Max Trade Drawdown | -91261 | -41977 | -92633 | -3263033 | -522984 | -3832171 |
Profit Factor | 2.6637 | 4.6924 | 1.3024 | 1.4903 | 3.7272 | 0.642 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 50.5263 | 47.9167 | 53.1915 | 50.5263 | 47.9167 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.6082 | 5.1004 | 1.1461 | 1.4593 | 4.0513 | 0.565 |
Largest Winning Trade | 368085 | 368085 | 48966 | 2959560 | 2959560 | 639242 |
Largest Losing Trade | -71115 | -23670 | -71115 | -2892322 | -457812 | -2892322 |
Avg Bars in Trades | 152 | 150 | 153 | 152 | 150 | 153 |
Avg Bars in Winners | 202 | 200 | 204 | 202 | 200 | 204 |
Avg Bars in Losers | 101 | 105 | 96 | 101 | 105 | 96 |
Bars Traded | 14457 | 7231 | 7226 | 14457 | 7231 | 7226 |
Profit Streak | 149.9364 | 166.6031 | 149.9364 | 149.9364 | 166.6031 | 149.9364 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124679 | -148915 | -305655 | 339019 | 535654 | -579709 |
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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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