Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995184.7866 | 859342.7017 | 135842.0849 | 14396935.2971 | 22073632.3161 | -7676697.019 |
Total P&L (%) | 995.1848 | 859.3427 | 135.8421 | 14396.9353 | 22073.6323 | -7676.697 |
Avg Daily Profit (%) | 0.398 | 0.3437 | 0.0543 | 0.1992 | 0.2163 | 0 |
Buy And Hold Return (%) | 752.5979 | 752.5979 | 752.5979 | 752.5979 | 752.5979 | 752.5979 |
Max Trade Drawdown | -81744 | -59813 | -78446 | -14480114 | -5188370 | -13711345 |
Profit Factor | 2.908 | 4.32 | 1.517 | 1.4267 | 2.7195 | 0.6327 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 46.6102 | 45.7627 | 47.4576 | 46.6102 | 45.7627 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.331 | 5.12 | 1.6796 | 1.6342 | 3.2231 | 0.7005 |
Largest Winning Trade | 378512 | 378512 | 50105 | 18374414 | 18374414 | 1864501 |
Largest Losing Trade | -46546 | -22799 | -46546 | -9125190 | -2494578 | -9125190 |
Avg Bars in Trades | 83 | 85 | 80 | 83 | 85 | 80 |
Avg Bars in Winners | 113 | 113 | 114 | 113 | 113 | 114 |
Avg Bars in Losers | 56 | 62 | 49 | 56 | 62 | 49 |
Bars Traded | 9803 | 5049 | 4754 | 9803 | 5049 | 4754 |
Profit Streak | 77.1824 | 91.4324 | 77.1824 | 77.1824 | 91.4324 | 77.1824 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50254 | -282858 | -460732 | 358545 | -164403 | -757889 |
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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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