Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963311.4554 | 844587.2979 | 118724.1575 | 12152923.846 | 13205532.5678 | -1052608.7218 |
Total P&L (%) | 963.3115 | 844.5873 | 118.7242 | 12152.9238 | 13205.5326 | -1052.6087 |
Avg Daily Profit (%) | 0.3853 | 0.3378 | 0.0475 | 0.1925 | 0.1958 | 0 |
Buy And Hold Return (%) | 741.6004 | 741.6004 | 741.6004 | 741.6004 | 741.6004 | 741.6004 |
Max Trade Drawdown | -77415 | -61585 | -59005 | -4204918 | -2971008 | -3782381 |
Profit Factor | 2.7782 | 4.3398 | 1.411 | 1.7187 | 2.6924 | 0.8844 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 47.7876 | 50 | 45.614 | 47.7876 | 50 | 45.614 |
Ratio Avg Win / Avg Loss | 3.0354 | 4.3398 | 1.6824 | 1.8779 | 2.6924 | 1.0545 |
Largest Winning Trade | 350197 | 350197 | 51291 | 6856356 | 6856356 | 1808958 |
Largest Losing Trade | -55032 | -19920 | -55032 | -3391528 | -1649044 | -3391528 |
Avg Bars in Trades | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Winners | 121 | 124 | 118 | 121 | 124 | 118 |
Avg Bars in Losers | 48 | 45 | 51 | 48 | 45 | 51 |
Bars Traded | 9437 | 4768 | 4669 | 9437 | 4768 | 4669 |
Profit Streak | 76.0354 | 86.7854 | 76.0354 | 76.0354 | 86.7854 | 76.0354 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57438 | -285543 | -474593 | 418889 | -166358 | -760314 |
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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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