Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920039.7708 | 798043.2548 | 121996.5161 | 11409498.0201 | 16464614.3717 | -5055116.3516 |
Total P&L (%) | 920.0398 | 798.0433 | 121.9965 | 11409.498 | 16464.6144 | -5055.1164 |
Avg Daily Profit (%) | 0.3681 | 0.3193 | 0.0488 | 0.1901 | 0.2047 | 0 |
Buy And Hold Return (%) | 800.6905 | 800.6905 | 800.6905 | 800.6905 | 800.6905 | 800.6905 |
Max Trade Drawdown | -91720 | -52530 | -76391 | -12414620 | -6194068 | -9407568 |
Profit Factor | 2.6155 | 3.7127 | 1.4431 | 1.3876 | 2.1525 | 0.6663 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 45.3704 | 42.5926 | 48.1481 | 45.3704 | 42.5926 | 48.1481 |
Ratio Avg Win / Avg Loss | 3.1493 | 5.0041 | 1.5541 | 1.6708 | 2.9012 | 0.7175 |
Largest Winning Trade | 303167 | 303167 | 47720 | 14147701 | 14147701 | 1497282 |
Largest Losing Trade | -29010 | -29010 | -28748 | -4162313 | -3054563 | -4162313 |
Avg Bars in Trades | 135 | 139 | 131 | 135 | 139 | 131 |
Avg Bars in Winners | 184 | 179 | 189 | 184 | 179 | 189 |
Avg Bars in Losers | 94 | 110 | 77 | 94 | 110 | 77 |
Bars Traded | 14665 | 7544 | 7121 | 14665 | 7544 | 7121 |
Profit Streak | 132.4682 | 133.4682 | 132.4682 | 132.4682 | 133.4682 | 132.4682 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105070 | -331845 | -471247 | 343946 | -169803 | -760593 |
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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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