Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917969.9075 | 795755.6737 | 122214.2338 | 11310326.3543 | 20217510.063 | -8907183.7088 |
Total P&L (%) | 917.9699 | 795.7557 | 122.2142 | 11310.3264 | 20217.5101 | -8907.1837 |
Avg Daily Profit (%) | 0.3672 | 0.3183 | 0.0489 | 0.1897 | 0.2128 | 0 |
Buy And Hold Return (%) | 832.8191 | 832.8191 | 832.8191 | 832.8191 | 832.8191 | 832.8191 |
Max Trade Drawdown | -98061 | -47366 | -99611 | -14466591 | -5283459 | -15725202 |
Profit Factor | 2.9651 | 4.8781 | 1.4665 | 1.3128 | 2.467 | 0.6019 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 51.6854 | 52.2727 | 51.1111 | 51.6854 | 52.2727 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.7717 | 4.4539 | 1.4028 | 1.2272 | 2.2525 | 0.5758 |
Largest Winning Trade | 328246 | 328246 | 48788 | 16178241 | 16178241 | 1661110 |
Largest Losing Trade | -50365 | -32332 | -50365 | -8090737 | -3657166 | -8090737 |
Avg Bars in Trades | 109 | 113 | 105 | 109 | 113 | 105 |
Avg Bars in Winners | 134 | 130 | 139 | 134 | 130 | 139 |
Avg Bars in Losers | 81 | 94 | 69 | 81 | 94 | 69 |
Bars Traded | 9711 | 4980 | 4731 | 9711 | 4980 | 4731 |
Profit Streak | 155.3349 | 168.8349 | 155.3349 | 155.3349 | 168.8349 | 155.3349 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117000 | -147702 | -291126 | 358191 | 510089 | -579603 |
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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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