Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850657.3761 | 774174.8871 | 76482.489 | 5551770.3439 | 7494179.3097 | -1942408.9658 |
Total P&L (%) | 850.6574 | 774.1749 | 76.4825 | 5551.7703 | 7494.1793 | -1942.409 |
Avg Daily Profit (%) | 0.3403 | 0.3097 | 0.0306 | 0.1615 | 0.1733 | 0 |
Buy And Hold Return (%) | 828.4767 | 828.4767 | 828.4767 | 828.4767 | 828.4767 | 828.4767 |
Max Trade Drawdown | -64674 | -50927 | -74747 | -2309024 | -1272151 | -3313281 |
Profit Factor | 2.509 | 4.2471 | 1.2351 | 1.5362 | 2.9906 | 0.7052 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 45.6311 | 47.0588 | 44.2308 | 45.6311 | 47.0588 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.9895 | 4.778 | 1.5573 | 1.8304 | 3.3645 | 0.8892 |
Largest Winning Trade | 325541 | 325541 | 54290 | 4149772 | 4149772 | 689607 |
Largest Losing Trade | -56625 | -22300 | -56625 | -2029326 | -684554 | -2029326 |
Avg Bars in Trades | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Winners | 143 | 138 | 148 | 143 | 138 | 148 |
Avg Bars in Losers | 52 | 54 | 49 | 52 | 54 | 49 |
Bars Traded | 9666 | 4813 | 4853 | 9666 | 4813 | 4853 |
Profit Streak | 155.6975 | 172.1975 | 155.6975 | 155.6975 | 172.1975 | 155.6975 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143472 | -329790 | -498329 | 363790 | -166708 | -762112 |
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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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