Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014773.5156 | 846820.3517 | 167953.1638 | 24949024.9417 | 25659126.571 | -710101.6293 |
Total P&L (%) | 1014.7735 | 846.8204 | 167.9532 | 24949.0249 | 25659.1266 | -710.1016 |
Avg Daily Profit (%) | 0.4059 | 0.3387 | 0.0672 | 0.2212 | 0.2223 | 0 |
Buy And Hold Return (%) | 737.408 | 737.408 | 737.408 | 737.408 | 737.408 | 737.408 |
Max Trade Drawdown | -106589 | -61821 | -83076 | -9981530 | -3963139 | -10126947 |
Profit Factor | 3.1686 | 5.2971 | 1.6201 | 1.7286 | 2.7502 | 0.9637 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 60.8247 | 59.1837 | 62.5 | 60.8247 | 59.1837 | 62.5 |
Ratio Avg Win / Avg Loss | 2.0408 | 3.6531 | 0.972 | 1.1133 | 1.8967 | 0.5782 |
Largest Winning Trade | 380467 | 380467 | 51941 | 15490558 | 15490558 | 3198871 |
Largest Losing Trade | -46047 | -19919 | -46047 | -4996379 | -3139074 | -4996379 |
Avg Bars in Trades | 99 | 104 | 93 | 99 | 104 | 93 |
Avg Bars in Winners | 104 | 112 | 96 | 104 | 112 | 96 |
Avg Bars in Losers | 91 | 93 | 89 | 91 | 93 | 89 |
Bars Traded | 9628 | 5120 | 4508 | 9628 | 5120 | 4508 |
Profit Streak | 150.457 | 156.457 | 150.457 | 150.457 | 156.457 | 150.457 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29891 | -100129 | -266436 | 482314 | 566190 | -578494 |
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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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