Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910683.1356 | 788243.8862 | 122439.2494 | 10089990.7483 | 10771948.4599 | -681957.7116 |
Total P&L (%) | 910.6831 | 788.2439 | 122.4392 | 10089.9907 | 10771.9485 | -681.9577 |
Avg Daily Profit (%) | 0.3643 | 0.3153 | 0.049 | 0.1851 | 0.1877 | 0 |
Buy And Hold Return (%) | 688.8743 | 688.8743 | 688.8743 | 688.8743 | 688.8743 | 688.8743 |
Max Trade Drawdown | -63952 | -61269 | -57345 | -3436113 | -2415585 | -3615389 |
Profit Factor | 2.8116 | 4.1848 | 1.4798 | 1.7796 | 2.8942 | 0.906 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 46.6667 | 40.3846 | 52.8302 | 46.6667 | 40.3846 | 52.8302 |
Ratio Avg Win / Avg Loss | 3.2133 | 6.1776 | 1.3212 | 2.0338 | 4.2724 | 0.8089 |
Largest Winning Trade | 355280 | 355280 | 50053 | 6548498 | 6548498 | 1178243 |
Largest Losing Trade | -56625 | -22591 | -56625 | -2533896 | -1795436 | -2533896 |
Avg Bars in Trades | 94 | 94 | 94 | 94 | 94 | 94 |
Avg Bars in Winners | 133 | 136 | 130 | 133 | 136 | 130 |
Avg Bars in Losers | 60 | 65 | 53 | 60 | 65 | 53 |
Bars Traded | 9915 | 4911 | 5004 | 9915 | 4911 | 5004 |
Profit Streak | 164.9486 | 164.9486 | 179.4486 | 164.9486 | 164.9486 | 179.4486 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50401 | -287508 | -470432 | 420473 | -169369 | -759110 |
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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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