Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942800.3695 | 865961.5051 | 76838.8644 | 5530613.3035 | 5700499.1592 | -169885.8557 |
Total P&L (%) | 942.8004 | 865.9615 | 76.8389 | 5530.6133 | 5700.4992 | -169.8859 |
Avg Daily Profit (%) | 0.3771 | 0.3464 | 0.0307 | 0.1614 | 0.1626 | 0 |
Buy And Hold Return (%) | 730.5099 | 730.5099 | 730.5099 | 730.5099 | 730.5099 | 730.5099 |
Max Trade Drawdown | -124800 | -97793 | -60149 | -1875309 | -1379455 | -1767190 |
Profit Factor | 2.5941 | 3.5673 | 1.3024 | 1.7314 | 2.3972 | 0.9512 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 50.4505 | 47.2727 | 53.5714 | 50.4505 | 47.2727 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.5478 | 3.9789 | 1.1287 | 1.7005 | 2.6738 | 0.8244 |
Largest Winning Trade | 394967 | 394967 | 61769 | 3871325 | 3871325 | 708921 |
Largest Losing Trade | -52625 | -52625 | -25390 | -1020997 | -615270 | -1020997 |
Avg Bars in Trades | 85 | 103 | 67 | 85 | 103 | 67 |
Avg Bars in Winners | 110 | 126 | 95 | 110 | 126 | 95 |
Avg Bars in Losers | 60 | 83 | 34 | 60 | 83 | 34 |
Bars Traded | 9476 | 5716 | 3760 | 9476 | 5716 | 3760 |
Profit Streak | 135.5344 | 135.5344 | 239.0344 | 135.5344 | 135.5344 | 239.0344 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59164 | -272604 | -495742 | 456977 | -168262 | -759016 |
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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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