Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946247.7192 | 787886.5978 | 158361.1214 | 23133873.6827 | 51146642.1054 | -28012768.4227 |
Total P&L (%) | 946.2477 | 787.8866 | 158.3611 | 23133.8737 | 51146.6421 | -28012.7684 |
Avg Daily Profit (%) | 0.3785 | 0.3151 | 0.0633 | 0.2181 | 0.2499 | 0 |
Buy And Hold Return (%) | 770.0006 | 770.0006 | 770.0006 | 770.0006 | 770.0006 | 770.0006 |
Max Trade Drawdown | -113028 | -76604 | -125211 | -41555660 | -10420107 | -48107906 |
Profit Factor | 2.8376 | 4.3045 | 1.5727 | 1.2827 | 3.4755 | 0.5421 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 60 | 63.4615 | 56.6038 | 60 | 63.4615 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.8918 | 2.4784 | 1.2058 | 0.8551 | 2.0011 | 0.4156 |
Largest Winning Trade | 175082 | 175082 | 63711 | 27728880 | 27728880 | 6242441 |
Largest Losing Trade | -62452 | -49015 | -62452 | -32241470 | -4855186 | -32241470 |
Avg Bars in Trades | 89 | 106 | 72 | 89 | 106 | 72 |
Avg Bars in Winners | 103 | 100 | 106 | 103 | 100 | 106 |
Avg Bars in Losers | 68 | 118 | 28 | 68 | 118 | 28 |
Bars Traded | 9379 | 5551 | 3828 | 9379 | 5551 | 3828 |
Profit Streak | 119.4746 | 119.4746 | 120.2246 | 119.4746 | 119.4746 | 120.2246 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76589 | -319596 | -450230 | 342067 | -162240 | -758625 |
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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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