Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997078.2702 | 836727.7202 | 160350.55 | 20959653.9175 | 24243465.0184 | -3283811.1009 |
Total P&L (%) | 997.0783 | 836.7277 | 160.3506 | 20959.6539 | 24243.465 | -3283.8111 |
Avg Daily Profit (%) | 0.3988 | 0.3347 | 0.0641 | 0.2142 | 0.22 | 0 |
Buy And Hold Return (%) | 771.6803 | 771.6803 | 771.6803 | 771.6803 | 771.6803 | 771.6803 |
Max Trade Drawdown | -81107 | -78745 | -65254 | -8695398 | -3762980 | -11050574 |
Profit Factor | 3.0476 | 4.514 | 1.6444 | 1.8106 | 3.5755 | 0.8003 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 53.2609 | 45.6522 | 60.8696 | 53.2609 | 45.6522 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.6745 | 5.3738 | 1.0571 | 1.5889 | 4.2566 | 0.5145 |
Largest Winning Trade | 305729 | 305729 | 46449 | 14355379 | 14355379 | 1973016 |
Largest Losing Trade | -54263 | -23577 | -54263 | -8059450 | -2228836 | -8059450 |
Avg Bars in Trades | 106 | 114 | 98 | 106 | 114 | 98 |
Avg Bars in Winners | 136 | 143 | 131 | 136 | 143 | 131 |
Avg Bars in Losers | 72 | 90 | 47 | 72 | 90 | 47 |
Bars Traded | 9813 | 5272 | 4541 | 9813 | 5272 | 4541 |
Profit Streak | 160.592 | 169.092 | 160.592 | 160.592 | 169.092 | 160.592 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57296 | -123575 | -268613 | 491199 | 515150 | -578329 |
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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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