Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986524.5186 | 877575.4823 | 108949.0363 | 8851745.3785 | 12688698.6068 | -3836953.2283 |
Total P&L (%) | 986.5245 | 877.5755 | 108.949 | 8851.7454 | 12688.6986 | -3836.9532 |
Avg Daily Profit (%) | 0.3946 | 0.351 | 0.0436 | 0.1799 | 0.1942 | 0 |
Buy And Hold Return (%) | 736.2607 | 736.2607 | 736.2607 | 736.2607 | 736.2607 | 736.2607 |
Max Trade Drawdown | -106547 | -75839 | -59371 | -10228894 | -5617108 | -6860839 |
Profit Factor | 2.4767 | 3.6302 | 1.3258 | 1.3659 | 2.1268 | 0.7032 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 47.1545 | 42.623 | 51.6129 | 47.1545 | 42.623 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.7756 | 4.8869 | 1.2429 | 1.5308 | 2.863 | 0.6593 |
Largest Winning Trade | 359697 | 359697 | 47639 | 12006679 | 12006679 | 1932462 |
Largest Losing Trade | -54263 | -39639 | -54263 | -3438555 | -2608190 | -3438555 |
Avg Bars in Trades | 79 | 82 | 77 | 79 | 82 | 77 |
Avg Bars in Winners | 105 | 109 | 102 | 105 | 109 | 102 |
Avg Bars in Losers | 56 | 61 | 50 | 56 | 61 | 50 |
Bars Traded | 9797 | 5010 | 4787 | 9797 | 5010 | 4787 |
Profit Streak | 93.0693 | 93.0693 | 155.3193 | 93.0693 | 93.0693 | 155.3193 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45027 | -254213 | -452861 | 361555 | -152234 | -733396 |
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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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