Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916866.7622 | 802637.7376 | 114229.0247 | 12469985.3178 | 16728522.6885 | -4258537.3707 |
Total P&L (%) | 916.8668 | 802.6377 | 114.229 | 12469.9853 | 16728.5227 | -4258.5374 |
Avg Daily Profit (%) | 0.3667 | 0.3211 | 0.0457 | 0.1935 | 0.2052 | 0 |
Buy And Hold Return (%) | 817.9251 | 817.9251 | 817.9251 | 817.9251 | 817.9251 | 817.9251 |
Max Trade Drawdown | -89761 | -50714 | -86931 | -6523314 | -2448230 | -8790420 |
Profit Factor | 2.87 | 5.0197 | 1.3931 | 1.5658 | 3.2617 | 0.7092 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Profitability (%) | 46.9388 | 51.0204 | 42.8571 | 46.9388 | 51.0204 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2444 | 4.8189 | 1.8574 | 1.77 | 3.1312 | 0.9456 |
Largest Winning Trade | 336688 | 336688 | 51201 | 11052769 | 11052769 | 2028788 |
Largest Losing Trade | -50718 | -27019 | -50718 | -5112018 | -1210455 | -5112018 |
Avg Bars in Trades | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Winners | 141 | 129 | 155 | 141 | 129 | 155 |
Avg Bars in Losers | 60 | 68 | 53 | 60 | 68 | 53 |
Bars Traded | 9642 | 4881 | 4761 | 9642 | 4881 | 4761 |
Profit Streak | 160.1349 | 170.8849 | 160.1349 | 160.1349 | 170.8849 | 160.1349 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112748 | -147699 | -297613 | 405167 | 558510 | -582494 |
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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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