Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928418.6585 | 819407.1528 | 109011.5057 | 13619465.6805 | 21021054.6008 | -7401588.9203 |
Total P&L (%) | 928.4187 | 819.4072 | 109.0115 | 13619.4657 | 21021.0546 | -7401.5889 |
Avg Daily Profit (%) | 0.3713 | 0.3277 | 0.0436 | 0.197 | 0.2143 | 0 |
Buy And Hold Return (%) | 839.0737 | 839.0737 | 839.0737 | 839.0737 | 839.0737 | 839.0737 |
Max Trade Drawdown | -66807 | -49058 | -108325 | -14377144 | -9807785 | -17755702 |
Profit Factor | 2.8128 | 4.9718 | 1.3564 | 1.2777 | 2.0003 | 0.7359 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 50 | 55.3191 | 44.6809 | 50 | 55.3191 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.8128 | 4.0157 | 1.6794 | 1.2777 | 1.6156 | 0.9112 |
Largest Winning Trade | 154534 | 154534 | 62990 | 9469074 | 9469074 | 5016846 |
Largest Losing Trade | -56555 | -27680 | -56555 | -8782271 | -5655562 | -8782271 |
Avg Bars in Trades | 75 | 73 | 76 | 75 | 73 | 76 |
Avg Bars in Winners | 84 | 69 | 102 | 84 | 69 | 102 |
Avg Bars in Losers | 66 | 79 | 55 | 66 | 79 | 55 |
Bars Traded | 7083 | 3475 | 3608 | 7083 | 3475 | 3608 |
Profit Streak | 152.372 | 155.372 | 152.372 | 152.372 | 155.372 | 152.372 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116177 | -147139 | -300332 | 344245 | 493038 | -582190 |
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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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