Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900085.2668 | 793441.7564 | 106643.5104 | 9903953.8678 | 16192670.764 | -6288716.8963 |
Total P&L (%) | 900.0853 | 793.4418 | 106.6435 | 9903.9539 | 16192.6708 | -6288.7169 |
Avg Daily Profit (%) | 0.36 | 0.3173 | 0.0427 | 0.1844 | 0.2039 | 0 |
Buy And Hold Return (%) | 877.9016 | 877.9016 | 877.9016 | 877.9016 | 877.9016 | 877.9016 |
Max Trade Drawdown | -83555 | -36061 | -91278 | -7394499 | -2866385 | -10463487 |
Profit Factor | 2.8669 | 5.1041 | 1.3693 | 1.414 | 3.0906 | 0.6113 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 50 | 48.9362 | 51.0638 | 50 | 48.9362 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.8669 | 5.326 | 1.3122 | 1.414 | 3.225 | 0.5858 |
Largest Winning Trade | 351108 | 351108 | 48580 | 10995480 | 10995480 | 1306798 |
Largest Losing Trade | -49517 | -19553 | -49517 | -4969785 | -1241436 | -4969785 |
Avg Bars in Trades | 76 | 81 | 72 | 76 | 81 | 72 |
Avg Bars in Winners | 96 | 101 | 91 | 96 | 101 | 91 |
Avg Bars in Losers | 57 | 62 | 51 | 57 | 62 | 51 |
Bars Traded | 7228 | 3831 | 3397 | 7228 | 3831 | 3397 |
Profit Streak | 0 | 84.5784 | 0 | 0 | 84.5784 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142787 | -148640 | -300988 | 321666 | 511259 | -580558 |
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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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