Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967659.5085 | 839383.2197 | 128276.2888 | 16936716.5792 | 17435834.9283 | -499118.3492 |
Total P&L (%) | 967.6595 | 839.3832 | 128.2763 | 16936.7166 | 17435.8349 | -499.1183 |
Avg Daily Profit (%) | 0.3869 | 0.3356 | 0.0513 | 0.2056 | 0.2068 | 0 |
Buy And Hold Return (%) | 721.2865 | 721.2865 | 721.2865 | 721.2865 | 721.2865 | 721.2865 |
Max Trade Drawdown | -59763 | -53115 | -63705 | -3187155 | -1563787 | -3946247 |
Profit Factor | 2.9527 | 4.5282 | 1.4979 | 2.3921 | 4.474 | 0.9302 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.1889 | 4.8904 | 1.6177 | 2.5835 | 4.8319 | 1.0046 |
Largest Winning Trade | 357592 | 357592 | 53344 | 10107035 | 10107035 | 1770634 |
Largest Losing Trade | -52627 | -17389 | -52627 | -3187155 | -1563787 | -3187155 |
Avg Bars in Trades | 69 | 70 | 68 | 69 | 70 | 68 |
Avg Bars in Winners | 101 | 98 | 103 | 101 | 98 | 103 |
Avg Bars in Losers | 40 | 44 | 36 | 40 | 44 | 36 |
Bars Traded | 7242 | 3656 | 3586 | 7242 | 3656 | 3586 |
Profit Streak | 97.678 | 97.678 | 244.678 | 97.678 | 97.678 | 244.678 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43349 | -278436 | -467196 | 487051 | -164738 | -758514 |
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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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