Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979912.6644 | 839464.6456 | 140448.0188 | 19151237.1468 | 21772024.4456 | -2620787.2988 |
Total P&L (%) | 979.9127 | 839.4646 | 140.448 | 19151.2371 | 21772.0244 | -2620.7873 |
Avg Daily Profit (%) | 0.3919 | 0.3357 | 0.0562 | 0.2106 | 0.2157 | 0 |
Buy And Hold Return (%) | 871.9181 | 871.9181 | 871.9181 | 871.9181 | 871.9181 | 871.9181 |
Max Trade Drawdown | -88525 | -42989 | -83114 | -6519811 | -2693578 | -10452132 |
Profit Factor | 3.247 | 6.4644 | 1.4972 | 1.7896 | 3.8759 | 0.8429 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 49.4624 | 53.1915 | 45.6522 | 49.4624 | 53.1915 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.3175 | 5.6887 | 1.7824 | 1.8285 | 3.4108 | 1.0035 |
Largest Winning Trade | 307900 | 307900 | 49892 | 12343168 | 12343168 | 2525639 |
Largest Losing Trade | -55923 | -20760 | -55923 | -6138931 | -1205316 | -6138931 |
Avg Bars in Trades | 75 | 67 | 84 | 75 | 67 | 84 |
Avg Bars in Winners | 104 | 83 | 128 | 104 | 83 | 128 |
Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
Bars Traded | 7045 | 3179 | 3866 | 7045 | 3179 | 3866 |
Profit Streak | 165.8368 | 165.8368 | 180.1701 | 165.8368 | 165.8368 | 180.1701 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109937 | -146589 | -281934 | 465984 | 597756 | -579757 |
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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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