Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 915057.5108 | 803451.3854 | 111606.1254 | 10212393.0762 | 13884065.6095 | -3671672.5333 |
Total P&L (%) | 915.0575 | 803.4514 | 111.6061 | 10212.3931 | 13884.0656 | -3671.6725 |
Avg Daily Profit (%) | 0.366 | 0.3214 | 0.0446 | 0.1856 | 0.1978 | 0 |
Buy And Hold Return (%) | 718.9617 | 718.9617 | 718.9617 | 718.9617 | 718.9617 | 718.9617 |
Max Trade Drawdown | -62139 | -49079 | -71013 | -5948934 | -2640082 | -7216476 |
Profit Factor | 2.8148 | 4.2548 | 1.4336 | 1.5203 | 2.6567 | 0.6735 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.3266 | 5.0284 | 1.6943 | 1.7967 | 3.1397 | 0.796 |
Largest Winning Trade | 354153 | 354153 | 49543 | 10017409 | 10017409 | 1361686 |
Largest Losing Trade | -54263 | -24807 | -54263 | -3789090 | -1037294 | -3789090 |
Avg Bars in Trades | 95 | 98 | 92 | 95 | 98 | 92 |
Avg Bars in Winners | 138 | 140 | 135 | 138 | 140 | 135 |
Avg Bars in Losers | 59 | 63 | 56 | 59 | 63 | 56 |
Bars Traded | 9184 | 4743 | 4441 | 9184 | 4743 | 4441 |
Profit Streak | 72.7286 | 73.7286 | 0 | 72.7286 | 73.7286 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66899 | -113867 | -298581 | 347386 | 436062 | -582309 |
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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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