Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921390.7914 | 793778.0311 | 127612.7603 | 17394749.3026 | 19828265.0127 | -2433515.7102 |
Total P&L (%) | 921.3908 | 793.778 | 127.6128 | 17394.7493 | 19828.265 | -2433.5157 |
Avg Daily Profit (%) | 0.3685 | 0.3175 | 0.051 | 0.2068 | 0.212 | 0 |
Buy And Hold Return (%) | 754.9909 | 754.9909 | 754.9909 | 754.9909 | 754.9909 | 754.9909 |
Max Trade Drawdown | -68630 | -68199 | -72205 | -5049987 | -3719246 | -7377643 |
Profit Factor | 2.9389 | 4.8015 | 1.479 | 1.7233 | 3.144 | 0.8356 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 45.283 | 47.1698 | 43.3962 | 45.283 | 47.1698 | 43.3962 |
Ratio Avg Win / Avg Loss | 3.5512 | 5.3777 | 1.9291 | 2.0823 | 3.5212 | 1.0899 |
Largest Winning Trade | 302272 | 302272 | 54491 | 11537797 | 11537797 | 2033713 |
Largest Losing Trade | -33981 | -25543 | -33981 | -5049987 | -1609675 | -5049987 |
Avg Bars in Trades | 68 | 66 | 70 | 68 | 66 | 70 |
Avg Bars in Winners | 107 | 103 | 111 | 107 | 103 | 111 |
Avg Bars in Losers | 35 | 33 | 38 | 35 | 33 | 38 |
Bars Traded | 7223 | 3513 | 3710 | 7223 | 3513 | 3710 |
Profit Streak | 0 | 169.2004 | 0 | 0 | 169.2004 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83671 | -313291 | -470868 | 353134 | -166040 | -761734 |
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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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