Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1306154.7928 | 1023260.2729 | 282894.5199 | 312363084.1437 | 317658197.2405 | -5295113.0968 |
Total P&L (%) | 1306.1548 | 1023.2603 | 282.8945 | 312363.0841 | 317658.1972 | -5295.1131 |
Avg Daily Profit (%) | 0.5225 | 0.4093 | 0.1132 | 0.3224 | 0.3231 | 0 |
Buy And Hold Return (%) | 940.7722 | 940.7722 | 940.7722 | 940.7722 | 940.7722 | 940.7722 |
Max Trade Drawdown | -55991 | -32937 | -38074 | -151829287 | -77778463 | -93547745 |
Profit Factor | 4.8501 | 6.6102 | 2.8035 | 2.3842 | 4.1349 | 0.9574 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 57.1429 | 51.1111 | 63.0435 | 57.1429 | 51.1111 | 63.0435 |
Ratio Avg Win / Avg Loss | 3.6376 | 6.3228 | 1.6434 | 1.7882 | 3.9551 | 0.5612 |
Largest Winning Trade | 381419 | 381419 | 47598 | 251413958 | 251413958 | 38339653 |
Largest Losing Trade | -38074 | -19575 | -38074 | -87764524 | -35224621 | -87764524 |
Avg Bars in Trades | 106 | 121 | 92 | 106 | 121 | 92 |
Avg Bars in Winners | 127 | 142 | 115 | 127 | 142 | 115 |
Avg Bars in Losers | 79 | 99 | 52 | 79 | 99 | 52 |
Bars Traded | 9724 | 5468 | 4256 | 9724 | 5468 | 4256 |
Profit Streak | 151.9041 | 159.9041 | 151.9041 | 151.9041 | 159.9041 | 151.9041 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23916 | -118968 | -199628 | 582354 | 627317 | -578050 |
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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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