Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761517.0379 | 657035.4419 | 104481.596 | 8573489.8384 | 10892927.3444 | -2319437.5061 |
Total P&L (%) | 761.517 | 657.0354 | 104.4816 | 8573.4898 | 10892.9273 | -2319.4375 |
Avg Daily Profit (%) | 0.3046 | 0.2628 | 0.0418 | 0.1787 | 0.1882 | 0 |
Buy And Hold Return (%) | 754.9068 | 754.9068 | 754.9068 | 754.9068 | 754.9068 | 754.9068 |
Max Trade Drawdown | -77618 | -71997 | -61520 | -3904122 | -1871348 | -5257503 |
Profit Factor | 2.5589 | 3.9315 | 1.3952 | 1.6944 | 3.0893 | 0.6749 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Losing Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Profitability (%) | 56.3107 | 64.7059 | 48.0769 | 56.3107 | 64.7059 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.9854 | 2.1445 | 1.5068 | 1.3146 | 1.6851 | 0.7288 |
Largest Winning Trade | 176052 | 176052 | 57320 | 5640065 | 5640065 | 1343516 |
Largest Losing Trade | -52321 | -52321 | -39744 | -2185028 | -1871348 | -2185028 |
Avg Bars in Trades | 91 | 106 | 77 | 91 | 106 | 77 |
Avg Bars in Winners | 90 | 68 | 120 | 90 | 68 | 120 |
Avg Bars in Losers | 93 | 174 | 38 | 93 | 174 | 38 |
Bars Traded | 9471 | 5421 | 4050 | 9471 | 5421 | 4050 |
Profit Streak | 57.5813 | 132.0813 | 57.5813 | 57.5813 | 132.0813 | 57.5813 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147171 | -327381 | -481332 | 432948 | -163350 | -761020 |
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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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