Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933906.7898 | 833620.7039 | 100286.0858 | 6630762.9954 | 14093463.6213 | -7462700.6259 |
Total P&L (%) | 933.9068 | 833.6207 | 100.2861 | 6630.763 | 14093.4636 | -7462.7006 |
Avg Daily Profit (%) | 0.3736 | 0.3334 | 0.0401 | 0.1685 | 0.1984 | 0 |
Buy And Hold Return (%) | 813.8738 | 813.8738 | 813.8738 | 813.8738 | 813.8738 | 813.8738 |
Max Trade Drawdown | -90468 | -48093 | -114956 | -10975938 | -3396310 | -13544627 |
Profit Factor | 2.121 | 3.0944 | 1.2305 | 1.1551 | 1.751 | 0.689 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 51.7544 | 46.4912 | 57.0175 | 51.7544 | 46.4912 | 57.0175 |
Ratio Avg Win / Avg Loss | 1.9772 | 3.5615 | 0.9276 | 1.0768 | 2.0153 | 0.5194 |
Largest Winning Trade | 322798 | 322798 | 48650 | 10024402 | 10024402 | 1498171 |
Largest Losing Trade | -64540 | -29610 | -64540 | -8354537 | -1825428 | -8354537 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Losers | 24 | 20 | 28 | 24 | 20 | 28 |
Bars Traded | 7164 | 3433 | 3731 | 7164 | 3433 | 3731 |
Profit Streak | 71.6538 | 78.6538 | 0 | 71.6538 | 78.6538 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104360 | -144196 | -306447 | -40206 | 370298 | -580119 |
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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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