Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849106.8623 | 743370.2011 | 105736.6612 | 7911192.4027 | 14522809.7832 | -6611617.3805 |
Total P&L (%) | 849.1069 | 743.3702 | 105.7367 | 7911.1924 | 14522.8098 | -6611.6174 |
Avg Daily Profit (%) | 0.3396 | 0.2973 | 0.0423 | 0.1755 | 0.1996 | 0 |
Buy And Hold Return (%) | 811.7018 | 811.7018 | 811.7018 | 811.7018 | 811.7018 | 811.7018 |
Max Trade Drawdown | -115214 | -91024 | -82401 | -11381318 | -1081232 | -10854919 |
Profit Factor | 2.6931 | 4.1504 | 1.3982 | 1.5043 | 5.9677 | 0.482 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Losing Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Profitability (%) | 51.6854 | 59.0909 | 44.4444 | 51.6854 | 59.0909 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.5175 | 2.8733 | 1.7478 | 1.4062 | 4.1315 | 0.6026 |
Largest Winning Trade | 182875 | 182875 | 66603 | 9727662 | 9727662 | 1439863 |
Largest Losing Trade | -66608 | -45692 | -66608 | -10022536 | -946558 | -10022536 |
Avg Bars in Trades | 106 | 121 | 92 | 106 | 121 | 92 |
Avg Bars in Winners | 120 | 108 | 136 | 120 | 108 | 136 |
Avg Bars in Losers | 91 | 139 | 56 | 91 | 139 | 56 |
Bars Traded | 9475 | 5332 | 4143 | 9475 | 5332 | 4143 |
Profit Streak | 133.7634 | 133.7634 | 210.0134 | 133.7634 | 133.7634 | 210.0134 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135265 | -147930 | -301521 | 394827 | 660401 | -581896 |
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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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