Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855188.1197 | 747661.0771 | 107527.0426 | 9706164.057 | 11177507.573 | -1471343.516 |
Total P&L (%) | 855.1881 | 747.6611 | 107.527 | 9706.1641 | 11177.5076 | -1471.3435 |
Avg Daily Profit (%) | 0.342 | 0.299 | 0.043 | 0.1836 | 0.1892 | 0 |
Buy And Hold Return (%) | 716.6585 | 716.6585 | 716.6585 | 716.6585 | 716.6585 | 716.6585 |
Max Trade Drawdown | -99820 | -87181 | -56994 | -3984969 | -2038680 | -4718188 |
Profit Factor | 2.5717 | 3.4162 | 1.4582 | 1.6842 | 2.4843 | 0.779 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 49.5413 | 50 | 49.0909 | 49.5413 | 50 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.6194 | 3.4162 | 1.5122 | 1.7154 | 2.4843 | 0.8078 |
Largest Winning Trade | 176140 | 176140 | 62490 | 5059381 | 5059381 | 914706 |
Largest Losing Trade | -52256 | -52256 | -26133 | -2766331 | -1738322 | -2766331 |
Avg Bars in Trades | 88 | 109 | 68 | 88 | 109 | 68 |
Avg Bars in Winners | 115 | 121 | 110 | 115 | 121 | 110 |
Avg Bars in Losers | 62 | 97 | 28 | 62 | 97 | 28 |
Bars Traded | 9687 | 5906 | 3781 | 9687 | 5906 | 3781 |
Profit Streak | 107.4502 | 139.2002 | 107.4502 | 107.4502 | 139.2002 | 107.4502 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90415 | -316386 | -478926 | 437666 | -166804 | -760625 |
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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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