Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949678.3049 | 801968.083 | 147710.222 | 19960491.8442 | 23427312.0582 | -3466820.2141 |
Total P&L (%) | 949.6783 | 801.9681 | 147.7102 | 19960.4918 | 23427.3121 | -3466.8202 |
Avg Daily Profit (%) | 0.38 | 0.3209 | 0.0591 | 0.2123 | 0.2187 | 0 |
Buy And Hold Return (%) | 722.1759 | 722.1759 | 722.1759 | 722.1759 | 722.1759 | 722.1759 |
Max Trade Drawdown | -106340 | -50113 | -95640 | -10206852 | -3614940 | -13237774 |
Profit Factor | 2.9695 | 4.9712 | 1.5271 | 1.5824 | 2.9027 | 0.8421 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 53.271 | 51.8519 | 54.717 | 53.271 | 51.8519 | 54.717 |
Ratio Avg Win / Avg Loss | 2.6048 | 4.6161 | 1.2638 | 1.388 | 2.6954 | 0.6969 |
Largest Winning Trade | 325503 | 325503 | 55024 | 12394253 | 12394253 | 2956575 |
Largest Losing Trade | -54025 | -23317 | -54025 | -7571374 | -1896192 | -7571374 |
Avg Bars in Trades | 135 | 135 | 134 | 135 | 135 | 134 |
Avg Bars in Winners | 158 | 168 | 149 | 158 | 168 | 149 |
Avg Bars in Losers | 108 | 99 | 117 | 108 | 99 | 117 |
Bars Traded | 14451 | 7303 | 7148 | 14451 | 7303 | 7148 |
Profit Streak | 74.0554 | 165.8888 | 0 | 74.0554 | 165.8888 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51256 | -293407 | -457751 | 403892 | -165108 | -760221 |
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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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