Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891168.7947 | 770634.9655 | 120533.8292 | 14502025.2833 | 16288441.841 | -1786416.5578 |
Total P&L (%) | 891.1688 | 770.635 | 120.5338 | 14502.0253 | 16288.4418 | -1786.4166 |
Avg Daily Profit (%) | 0.3564 | 0.3082 | 0.0482 | 0.1995 | 0.2041 | 0 |
Buy And Hold Return (%) | 815.3762 | 815.3762 | 815.3762 | 815.3762 | 815.3762 | 815.3762 |
Max Trade Drawdown | -65345 | -46165 | -87646 | -5339766 | -3145632 | -8432768 |
Profit Factor | 2.7162 | 4.0424 | 1.4532 | 1.554 | 2.3151 | 0.8705 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 48.5437 | 48.0769 | 49.0196 | 48.5437 | 48.0769 | 49.0196 |
Ratio Avg Win / Avg Loss | 2.8792 | 4.3657 | 1.5113 | 1.6472 | 2.5004 | 0.9053 |
Largest Winning Trade | 179210 | 179210 | 62069 | 4789118 | 4789118 | 2563008 |
Largest Losing Trade | -53416 | -30418 | -53416 | -4570629 | -2270962 | -4570629 |
Avg Bars in Trades | 68 | 57 | 79 | 68 | 57 | 79 |
Avg Bars in Winners | 92 | 67 | 117 | 92 | 67 | 117 |
Avg Bars in Losers | 45 | 47 | 43 | 45 | 47 | 43 |
Bars Traded | 7031 | 2977 | 4053 | 7031 | 2977 | 4053 |
Profit Streak | 169.5594 | 169.5594 | 185.8928 | 169.5594 | 169.5594 | 185.8928 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121211 | -329557 | -471641 | 427362 | -167353 | -760242 |
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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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