Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754803.2168 | 667044.5329 | 87758.6838 | 4651241.5071 | 18411238.0188 | -13759996.5118 |
Total P&L (%) | 754.8032 | 667.0445 | 87.7587 | 4651.2415 | 18411.238 | -13759.9965 |
Avg Daily Profit (%) | 0.3019 | 0.2668 | 0.0351 | 0.1546 | 0.2091 | 0 |
Buy And Hold Return (%) | 701.4737 | 701.4737 | 701.4737 | 701.4737 | 701.4737 | 701.4737 |
Max Trade Drawdown | -156112 | -83726 | -117848 | -20146818 | -3729988 | -18596420 |
Profit Factor | 2.4105 | 3.4458 | 1.3344 | 1.1326 | 2.5268 | 0.4025 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 44.7917 | 45.8333 | 43.75 | 44.7917 | 45.8333 | 43.75 |
Ratio Avg Win / Avg Loss | 2.971 | 4.0723 | 1.7157 | 1.396 | 2.9862 | 0.5174 |
Largest Winning Trade | 160619 | 160619 | 60553 | 14227462 | 14227462 | 2064959 |
Largest Losing Trade | -60423 | -38053 | -60423 | -13948970 | -1614885 | -13948970 |
Avg Bars in Trades | 101 | 106 | 96 | 101 | 106 | 96 |
Avg Bars in Winners | 141 | 122 | 160 | 141 | 122 | 160 |
Avg Bars in Losers | 69 | 93 | 46 | 69 | 93 | 46 |
Bars Traded | 9747 | 5125 | 4622 | 9747 | 5125 | 4622 |
Profit Streak | 83.1515 | 94.9015 | 83.1515 | 83.1515 | 94.9015 | 83.1515 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129432 | -151550 | -312158 | -68109 | 430547 | -582561 |
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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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