Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902164.6264 | 778404.3838 | 123760.2426 | 11199100.0306 | 27819068.7194 | -16619968.6888 |
Total P&L (%) | 902.1646 | 778.4044 | 123.7602 | 11199.1 | 27819.0687 | -16619.9687 |
Avg Daily Profit (%) | 0.361 | 0.3114 | 0.0495 | 0.1893 | 0.2256 | 0 |
Buy And Hold Return (%) | 745.909 | 745.909 | 745.909 | 745.909 | 745.909 | 745.909 |
Max Trade Drawdown | -91963 | -77978 | -99516 | -23303467 | -2765653 | -24182717 |
Profit Factor | 2.2069 | 3.0425 | 1.3378 | 1.2408 | 3.0165 | 0.4921 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 52.7638 | 55 | 50.5051 | 52.7638 | 55 | 50.5051 |
Ratio Avg Win / Avg Loss | 1.9757 | 2.4893 | 1.311 | 1.1108 | 2.468 | 0.4822 |
Largest Winning Trade | 185190 | 185190 | 61569 | 20458672 | 20458672 | 2975672 |
Largest Losing Trade | -55750 | -50277 | -55750 | -17564632 | -2610383 | -17564632 |
Avg Bars in Trades | 73 | 91 | 55 | 73 | 91 | 55 |
Avg Bars in Winners | 93 | 109 | 75 | 93 | 109 | 75 |
Avg Bars in Losers | 51 | 70 | 34 | 51 | 70 | 34 |
Bars Traded | 14641 | 9169 | 5472 | 14641 | 9169 | 5472 |
Profit Streak | 55.717 | 84.5503 | 55.717 | 55.717 | 84.5503 | 55.717 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84189 | -135652 | -291909 | 376940 | 568373 | -580440 |
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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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