Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952256.3574 | 815950.7932 | 136305.5642 | 15326443.1959 | 17444204.6936 | -2117761.4977 |
Total P&L (%) | 952.2564 | 815.9508 | 136.3056 | 15326.4432 | 17444.2047 | -2117.7615 |
Avg Daily Profit (%) | 0.3809 | 0.3264 | 0.0545 | 0.2018 | 0.2069 | 0 |
Buy And Hold Return (%) | 727.9724 | 727.9724 | 727.9724 | 727.9724 | 727.9724 | 727.9724 |
Max Trade Drawdown | -63228 | -53745 | -55894 | -6103160 | -2676436 | -6741743 |
Profit Factor | 2.8964 | 4.5054 | 1.506 | 1.8534 | 3.5516 | 0.8096 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 47.5248 | 46 | 49.0196 | 47.5248 | 46 | 49.0196 |
Ratio Avg Win / Avg Loss | 3.1981 | 5.2889 | 1.5662 | 2.0465 | 4.1692 | 0.842 |
Largest Winning Trade | 348511 | 348511 | 51225 | 11315789 | 11315789 | 1135560 |
Largest Losing Trade | -55452 | -24280 | -55452 | -4268374 | -1230697 | -4268374 |
Avg Bars in Trades | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Winners | 139 | 136 | 142 | 139 | 136 | 142 |
Avg Bars in Losers | 56 | 63 | 49 | 56 | 63 | 49 |
Bars Traded | 9716 | 4861 | 4855 | 9716 | 4861 | 4855 |
Profit Streak | 171.1976 | 171.1976 | 187.4476 | 171.1976 | 171.1976 | 187.4476 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54094 | -292271 | -462512 | 442347 | -165813 | -759856 |
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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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