Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977291.7369 | 846511.2381 | 130780.4988 | 11364810.2956 | 16410798.1006 | -5045987.805 |
Total P&L (%) | 977.2917 | 846.5112 | 130.7805 | 11364.8103 | 16410.7981 | -5045.9878 |
Avg Daily Profit (%) | 0.391 | 0.3387 | 0.0523 | 0.1899 | 0.2045 | 0 |
Buy And Hold Return (%) | 944.31 | 944.31 | 944.31 | 944.31 | 944.31 | 944.31 |
Max Trade Drawdown | -105485 | -47641 | -88676 | -11978788 | -4256306 | -11719831 |
Profit Factor | 2.8653 | 4.4216 | 1.4729 | 1.3997 | 2.5312 | 0.7152 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 53.5354 | 51.0204 | 56 | 53.5354 | 51.0204 | 56 |
Ratio Avg Win / Avg Loss | 2.4868 | 4.2447 | 1.1573 | 1.2148 | 2.43 | 0.5619 |
Largest Winning Trade | 340554 | 340554 | 50568 | 8417529 | 8417529 | 1980617 |
Largest Losing Trade | -71054 | -38022 | -71054 | -10267764 | -3128005 | -10267764 |
Avg Bars in Trades | 147 | 151 | 143 | 147 | 151 | 143 |
Avg Bars in Winners | 189 | 187 | 190 | 189 | 187 | 190 |
Avg Bars in Losers | 99 | 113 | 84 | 99 | 113 | 84 |
Bars Traded | 14595 | 7407 | 7187 | 14595 | 7407 | 7187 |
Profit Streak | 75.4376 | 83.1042 | 75.4376 | 75.4376 | 83.1042 | 75.4376 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138084 | -148397 | -466389 | 371943 | 492787 | -759497 |
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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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