Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985357.1874 | 852169.9359 | 133187.2515 | 12406638.105 | 14267421.7367 | -1860783.6318 |
Total P&L (%) | 985.3572 | 852.1699 | 133.1873 | 12406.6381 | 14267.4217 | -1860.7836 |
Avg Daily Profit (%) | 0.3941 | 0.3408 | 0.0533 | 0.1933 | 0.1989 | 0 |
Buy And Hold Return (%) | 777.5015 | 777.5015 | 777.5015 | 777.5015 | 777.5015 | 777.5015 |
Max Trade Drawdown | -85909 | -42179 | -73588 | -6364667 | -2828786 | -7619251 |
Profit Factor | 3.005 | 4.9999 | 1.4784 | 1.6581 | 3.0965 | 0.8455 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 42.3077 | 42.3077 | 42.3077 | 42.3077 | 42.3077 | 42.3077 |
Ratio Avg Win / Avg Loss | 4.0978 | 6.8181 | 2.016 | 2.2611 | 4.2225 | 1.153 |
Largest Winning Trade | 339670 | 339670 | 51126 | 7613407 | 7613407 | 1902486 |
Largest Losing Trade | -73588 | -19410 | -73588 | -6095124 | -2085814 | -6095124 |
Avg Bars in Trades | 69 | 63 | 74 | 69 | 63 | 74 |
Avg Bars in Winners | 95 | 84 | 106 | 95 | 84 | 106 |
Avg Bars in Losers | 50 | 48 | 51 | 50 | 48 | 51 |
Bars Traded | 7197 | 3309 | 3888 | 7197 | 3309 | 3888 |
Profit Streak | 159.1983 | 174.865 | 159.1983 | 159.1983 | 174.865 | 159.1983 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68502 | -300941 | -467356 | 352389 | -168133 | -761193 |
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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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