Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981743.123 | 863578.8629 | 118164.26 | 12390020.4785 | 12406254.505 | -16234.0265 |
Total P&L (%) | 981.7431 | 863.5789 | 118.1643 | 12390.0205 | 12406.2545 | -16.234 |
Avg Daily Profit (%) | 0.3927 | 0.3454 | 0.0473 | 0.1933 | 0.1933 | -0.0071 |
Buy And Hold Return (%) | 777.3186 | 777.3186 | 777.3186 | 777.3186 | 777.3186 | 777.3186 |
Max Trade Drawdown | -95094 | -79946 | -48518 | -4270933 | -3252141 | -3217373 |
Profit Factor | 2.6035 | 3.7244 | 1.4002 | 1.7642 | 2.5586 | 0.998 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 48.1818 | 45.4545 | 50.9091 | 48.1818 | 45.4545 | 50.9091 |
Ratio Avg Win / Avg Loss | 2.8 | 4.4693 | 1.3502 | 1.8974 | 3.0704 | 0.9624 |
Largest Winning Trade | 371818 | 371818 | 46256 | 10011243 | 10011243 | 1528723 |
Largest Losing Trade | -28676 | -28676 | -26988 | -1955299 | -1671497 | -1955299 |
Avg Bars in Trades | 87 | 88 | 87 | 87 | 88 | 87 |
Avg Bars in Winners | 114 | 118 | 111 | 114 | 118 | 111 |
Avg Bars in Losers | 62 | 62 | 62 | 62 | 62 | 62 |
Bars Traded | 9639 | 4846 | 4793 | 9639 | 4846 | 4793 |
Profit Streak | 75.7452 | 169.9952 | 75.7452 | 75.7452 | 169.9952 | 75.7452 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68760 | -295581 | -474252 | 427520 | -167609 | -760157 |
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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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