Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976119.679 | 834300.8381 | 141818.8409 | 20585840.5309 | 20741024.5821 | -155184.0512 |
Total P&L (%) | 976.1197 | 834.3008 | 141.8188 | 20585.8405 | 20741.0246 | -155.1841 |
Avg Daily Profit (%) | 0.3904 | 0.3337 | 0.0567 | 0.2135 | 0.2138 | 0 |
Buy And Hold Return (%) | 899.4779 | 899.4779 | 899.4779 | 899.4779 | 899.4779 | 899.4779 |
Max Trade Drawdown | -78751 | -66324 | -33308 | -7011657 | -4240477 | -3803784 |
Profit Factor | 3.1225 | 4.564 | 1.6281 | 2.2866 | 3.8053 | 0.982 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 | 46.9388 |
Ratio Avg Win / Avg Loss | 3.5298 | 5.1594 | 1.8405 | 2.5848 | 4.3016 | 1.1101 |
Largest Winning Trade | 367163 | 367163 | 51824 | 14829938 | 14829938 | 2078294 |
Largest Losing Trade | -36141 | -36141 | -24162 | -2891978 | -2793231 | -2891978 |
Avg Bars in Trades | 73 | 72 | 74 | 73 | 72 | 74 |
Avg Bars in Winners | 102 | 99 | 106 | 102 | 99 | 106 |
Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
Bars Traded | 7214 | 3571 | 3642 | 7214 | 3571 | 3642 |
Profit Streak | 152.1701 | 167.8368 | 152.1701 | 152.1701 | 167.8368 | 152.1701 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123184 | -149249 | -280005 | 466525 | 538109 | -579242 |
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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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