Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928963.3658 | 793829.4789 | 135133.8869 | 17624425.3933 | 18678974.5188 | -1054549.1256 |
Total P&L (%) | 928.9634 | 793.8295 | 135.1339 | 17624.4254 | 18678.9745 | -1054.5491 |
Avg Daily Profit (%) | 0.3714 | 0.3174 | 0.054 | 0.2072 | 0.2095 | 0 |
Buy And Hold Return (%) | 829.213 | 829.213 | 829.213 | 829.213 | 829.213 | 829.213 |
Max Trade Drawdown | -49250 | -48428 | -41018 | -6625736 | -3814805 | -4860150 |
Profit Factor | 2.9428 | 4.4269 | 1.5482 | 1.9841 | 3.378 | 0.8951 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 45 | 46 | 44 | 45 | 46 | 44 |
Ratio Avg Win / Avg Loss | 3.5968 | 5.1968 | 1.9704 | 2.425 | 3.9655 | 1.1392 |
Largest Winning Trade | 347602 | 347602 | 47909 | 13330711 | 13330711 | 2726470 |
Largest Losing Trade | -29567 | -29567 | -24823 | -4070563 | -2252347 | -4070563 |
Avg Bars in Trades | 72 | 73 | 70 | 72 | 73 | 70 |
Avg Bars in Winners | 104 | 99 | 110 | 104 | 99 | 110 |
Avg Bars in Losers | 45 | 51 | 39 | 45 | 51 | 39 |
Bars Traded | 7215 | 3686 | 3529 | 7215 | 3686 | 3529 |
Profit Streak | 162.7903 | 176.4569 | 162.7903 | 162.7903 | 176.4569 | 162.7903 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113525 | -330003 | -465252 | 416637 | -166062 | -760534 |
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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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