Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928752.6738 | 775379.4769 | 153373.197 | 26106171.2632 | 34156765.8726 | -8050594.6094 |
Total P&L (%) | 928.7527 | 775.3795 | 153.3732 | 26106.1713 | 34156.7659 | -8050.5946 |
Avg Daily Profit (%) | 0.3715 | 0.3102 | 0.0613 | 0.223 | 0.2337 | 0 |
Buy And Hold Return (%) | 751.379 | 751.379 | 751.379 | 751.379 | 751.379 | 751.379 |
Max Trade Drawdown | -133946 | -98811 | -52458 | -14637366 | -3605600 | -13976564 |
Profit Factor | 2.243 | 2.8795 | 1.4583 | 1.6441 | 4.1153 | 0.7277 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 107 | 51 | 56 | 107 | 51 | 56 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 50.7109 | 48.1132 | 53.3333 | 50.7109 | 48.1132 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1801 | 3.1053 | 1.276 | 1.598 | 4.4381 | 0.6368 |
Largest Winning Trade | 153819 | 153819 | 59193 | 12079300 | 12079300 | 5300155 |
Largest Losing Trade | -41602 | -35646 | -41602 | -13976564 | -2721737 | -13976564 |
Avg Bars in Trades | 45 | 57 | 33 | 45 | 57 | 33 |
Avg Bars in Winners | 56 | 78 | 36 | 56 | 78 | 36 |
Avg Bars in Losers | 34 | 38 | 29 | 34 | 38 | 29 |
Bars Traded | 9620 | 6116 | 3504 | 9620 | 6116 | 3504 |
Profit Streak | 63.4826 | 82.2326 | 63.4826 | 63.4826 | 82.2326 | 63.4826 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75978 | -141407 | -275017 | 501546 | 555431 | -580061 |
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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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