Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999750.2143 | 855017.7925 | 144732.4218 | 19804425.0101 | 21545223.0427 | -1740798.0325 |
Total P&L (%) | 999.7502 | 855.0178 | 144.7324 | 19804.425 | 21545.223 | -1740.798 |
Avg Daily Profit (%) | 0.3999 | 0.342 | 0.0579 | 0.2119 | 0.2153 | 0 |
Buy And Hold Return (%) | 854.7636 | 854.7636 | 854.7636 | 854.7636 | 854.7636 | 854.7636 |
Max Trade Drawdown | -77675 | -34453 | -72688 | -7210888 | -3112400 | -9079619 |
Profit Factor | 3.2119 | 5.198 | 1.5828 | 1.8132 | 3.2727 | 0.883 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 48.913 | 47.8261 | 50 | 48.913 | 47.8261 | 50 |
Ratio Avg Win / Avg Loss | 3.3546 | 5.6706 | 1.5828 | 1.8938 | 3.5702 | 0.883 |
Largest Winning Trade | 375009 | 375009 | 50489 | 12584206 | 12584206 | 2158031 |
Largest Losing Trade | -55032 | -29703 | -55032 | -5746919 | -1737483 | -5746919 |
Avg Bars in Trades | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Winners | 137 | 136 | 138 | 137 | 136 | 138 |
Avg Bars in Losers | 72 | 79 | 66 | 72 | 79 | 66 |
Bars Traded | 9623 | 4905 | 4718 | 9623 | 4905 | 4718 |
Profit Streak | 172.3307 | 172.3307 | 188.8307 | 172.3307 | 172.3307 | 188.8307 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95887 | -148297 | -277045 | 461279 | 526373 | -579346 |
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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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