Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942345.833 | 816901.1822 | 125444.6508 | 14534477.582 | 15387870.1642 | -853392.5822 |
Total P&L (%) | 942.3458 | 816.9012 | 125.4447 | 14534.4776 | 15387.8702 | -853.3926 |
Avg Daily Profit (%) | 0.3769 | 0.3267 | 0.0502 | 0.1996 | 0.2019 | 0 |
Buy And Hold Return (%) | 823.2483 | 823.2483 | 823.2483 | 823.2483 | 823.2483 | 823.2483 |
Max Trade Drawdown | -64025 | -56994 | -53710 | -8490215 | -5582701 | -4372678 |
Profit Factor | 2.7459 | 3.9573 | 1.476 | 1.6338 | 2.2994 | 0.923 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Profitability (%) | 44.6429 | 48.2143 | 41.0714 | 44.6429 | 48.2143 | 41.0714 |
Ratio Avg Win / Avg Loss | 3.4049 | 4.2504 | 2.1178 | 2.0259 | 2.4698 | 1.3244 |
Largest Winning Trade | 351442 | 351442 | 49448 | 11549121 | 11549121 | 1969887 |
Largest Losing Trade | -28464 | -28464 | -25804 | -2566552 | -2566552 | -2308994 |
Avg Bars in Trades | 64 | 64 | 64 | 64 | 64 | 64 |
Avg Bars in Winners | 96 | 94 | 99 | 96 | 94 | 99 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 7216 | 3632 | 3584 | 7216 | 3632 | 3584 |
Profit Streak | 85.537 | 87.537 | 85.537 | 85.537 | 87.537 | 85.537 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106805 | -329818 | -472388 | 370917 | -167759 | -762080 |
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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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