Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886448.5262 | 768404.729 | 118043.7972 | 11656474.1923 | 11788700.6009 | -132226.4086 |
Total P&L (%) | 886.4485 | 768.4047 | 118.0438 | 11656.4742 | 11788.7006 | -132.2264 |
Avg Daily Profit (%) | 0.3546 | 0.3074 | 0.0472 | 0.1909 | 0.1913 | 0 |
Buy And Hold Return (%) | 902.2904 | 902.2904 | 902.2904 | 902.2904 | 902.2904 | 902.2904 |
Max Trade Drawdown | -169240 | -123369 | -54515 | -7154790 | -5177246 | -3668221 |
Profit Factor | 2.4734 | 3.2536 | 1.4528 | 1.5448 | 1.9804 | 0.9859 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Profitability (%) | 53.0435 | 57.8947 | 48.2759 | 53.0435 | 57.8947 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.1895 | 2.3663 | 1.5566 | 1.3675 | 1.4403 | 1.0563 |
Largest Winning Trade | 174999 | 174999 | 62673 | 4172032 | 4172032 | 1489643 |
Largest Losing Trade | -53006 | -53006 | -42634 | -2371920 | -2371920 | -1902925 |
Avg Bars in Trades | 84 | 105 | 63 | 84 | 105 | 63 |
Avg Bars in Winners | 100 | 107 | 92 | 100 | 107 | 92 |
Avg Bars in Losers | 65 | 103 | 35 | 65 | 103 | 35 |
Bars Traded | 9665 | 6011 | 3654 | 9665 | 6011 | 3654 |
Profit Streak | 60.3959 | 127.3959 | 60.3959 | 60.3959 | 127.3959 | 60.3959 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150028 | -328675 | -473658 | 403777 | -167457 | -759277 |
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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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