Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905762.9958 | 796068.4853 | 109694.5105 | 10217903.351 | 11952866.376 | -1734963.025 |
Total P&L (%) | 905.763 | 796.0685 | 109.6945 | 10217.9034 | 11952.8664 | -1734.963 |
Avg Daily Profit (%) | 0.3623 | 0.3184 | 0.0439 | 0.1856 | 0.1918 | 0 |
Buy And Hold Return (%) | 804.921 | 804.921 | 804.921 | 804.921 | 804.921 | 804.921 |
Max Trade Drawdown | -75581 | -45834 | -84531 | -3953156 | -1673016 | -6183642 |
Profit Factor | 2.7347 | 4.0414 | 1.4213 | 1.547 | 2.5086 | 0.8387 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 44.5455 | 45.4545 | 43.6364 | 44.5455 | 45.4545 | 43.6364 |
Ratio Avg Win / Avg Loss | 3.4045 | 4.8497 | 1.8358 | 1.9258 | 3.0103 | 1.0834 |
Largest Winning Trade | 338888 | 338888 | 50353 | 7688260 | 7688260 | 1499971 |
Largest Losing Trade | -47276 | -24279 | -47276 | -3209415 | -922009 | -3209415 |
Avg Bars in Trades | 87 | 90 | 85 | 87 | 90 | 85 |
Avg Bars in Winners | 128 | 127 | 129 | 128 | 127 | 129 |
Avg Bars in Losers | 54 | 58 | 51 | 54 | 58 | 51 |
Bars Traded | 9649 | 4950 | 4699 | 9649 | 4950 | 4699 |
Profit Streak | 99.7763 | 99.7763 | 189.0263 | 99.7763 | 99.7763 | 189.0263 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112630 | -330899 | -479295 | 365282 | -168513 | -760256 |
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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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