Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917204.1336 | 817200.5407 | 100003.593 | 7179026.5836 | 10642767.6077 | -3463741.024 |
Total P&L (%) | 917.2041 | 817.2005 | 100.0036 | 7179.0266 | 10642.7676 | -3463.741 |
Avg Daily Profit (%) | 0.3669 | 0.3269 | 0.04 | 0.1717 | 0.1872 | 0 |
Buy And Hold Return (%) | 769.4729 | 769.4729 | 769.4729 | 769.4729 | 769.4729 | 769.4729 |
Max Trade Drawdown | -127719 | -95059 | -88120 | -6186011 | -3420437 | -7548460 |
Profit Factor | 2.6953 | 3.6625 | 1.4272 | 1.3772 | 2.1117 | 0.6339 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 56.4356 | 54 | 58.8235 | 56.4356 | 54 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.0806 | 3.1199 | 0.999 | 1.0631 | 1.7989 | 0.4437 |
Largest Winning Trade | 318257 | 318257 | 65119 | 8437174 | 8437174 | 801165 |
Largest Losing Trade | -53366 | -53366 | -51734 | -5736388 | -1897687 | -5736388 |
Avg Bars in Trades | 93 | 114 | 73 | 93 | 114 | 73 |
Avg Bars in Winners | 109 | 120 | 98 | 109 | 120 | 98 |
Avg Bars in Losers | 74 | 107 | 37 | 74 | 107 | 37 |
Bars Traded | 9482 | 5729 | 3753 | 9482 | 5729 | 3753 |
Profit Streak | 142.1641 | 142.1641 | 245.9141 | 142.1641 | 142.1641 | 245.9141 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -88986 | -309509 | -483613 | 388990 | -167020 | -758336 |
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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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