Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951372.8741 | 827370.0628 | 124002.8113 | 8916541.4119 | 12694421.0177 | -3777879.6058 |
Total P&L (%) | 951.3729 | 827.3701 | 124.0028 | 8916.5414 | 12694.421 | -3777.8796 |
Avg Daily Profit (%) | 0.3805 | 0.3309 | 0.0496 | 0.1802 | 0.1943 | 0 |
Buy And Hold Return (%) | 704.4449 | 704.4449 | 704.4449 | 704.4449 | 704.4449 | 704.4449 |
Max Trade Drawdown | -91402 | -38418 | -80886 | -5681830 | -1746329 | -8114217 |
Profit Factor | 3.0402 | 5.0511 | 1.4732 | 1.5536 | 3.3247 | 0.6451 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 51.0638 | 51.0638 | 51.0638 | 51.0638 | 51.0638 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.9136 | 4.8406 | 1.4118 | 1.4889 | 3.1862 | 0.6183 |
Largest Winning Trade | 371729 | 371729 | 50536 | 7314368 | 7314368 | 1075581 |
Largest Losing Trade | -76361 | -24155 | -76361 | -5361963 | -1076534 | -5361963 |
Avg Bars in Trades | 101 | 104 | 98 | 101 | 104 | 98 |
Avg Bars in Winners | 132 | 127 | 137 | 132 | 127 | 137 |
Avg Bars in Losers | 69 | 81 | 57 | 69 | 81 | 57 |
Bars Traded | 9545 | 4924 | 4621 | 9545 | 4924 | 4621 |
Profit Streak | 146.57 | 160.82 | 146.57 | 146.57 | 160.82 | 146.57 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39595 | -93315 | -290515 | 404727 | 559072 | -579986 |
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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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