Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986549.7093 | 837617.1417 | 148932.5676 | 21063469.7104 | 47098123.4542 | -26034653.7438 |
Total P&L (%) | 986.5497 | 837.6171 | 148.9326 | 21063.4697 | 47098.1235 | -26034.6537 |
Avg Daily Profit (%) | 0.3946 | 0.335 | 0.0596 | 0.2144 | 0.2465 | 0 |
Buy And Hold Return (%) | 857.5728 | 857.5728 | 857.5728 | 857.5728 | 857.5728 | 857.5728 |
Max Trade Drawdown | -126656 | -71764 | -101839 | -50096982 | -16254732 | -40962177 |
Profit Factor | 3.2152 | 4.1612 | 1.8256 | 1.244 | 2.212 | 0.4515 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 50.4505 | 47.2727 | 53.5714 | 50.4505 | 47.2727 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.1578 | 4.6414 | 1.5822 | 1.2218 | 2.4673 | 0.3913 |
Largest Winning Trade | 299109 | 299109 | 44231 | 48518872 | 48518872 | 3739085 |
Largest Losing Trade | -43260 | -25511 | -43260 | -28007024 | -9286150 | -28007024 |
Avg Bars in Trades | 62 | 100 | 25 | 62 | 100 | 25 |
Avg Bars in Winners | 77 | 131 | 30 | 77 | 131 | 30 |
Avg Bars in Losers | 48 | 73 | 20 | 48 | 73 | 20 |
Bars Traded | 6979 | 5544 | 1435 | 6979 | 5544 | 1435 |
Profit Streak | 89.9113 | 155.2447 | 89.9113 | 89.9113 | 155.2447 | 89.9113 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101384 | -329169 | -454055 | 347753 | -167118 | -759132 |
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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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