Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932172.7653 | 801071.7375 | 131101.0278 | 11586615.8883 | 17710337.1535 | -6123721.2652 |
Total P&L (%) | 932.1728 | 801.0717 | 131.101 | 11586.6159 | 17710.3372 | -6123.7213 |
Avg Daily Profit (%) | 0.3728 | 0.3204 | 0.0524 | 0.1906 | 0.2075 | 0 |
Buy And Hold Return (%) | 733.8546 | 733.8546 | 733.8546 | 733.8546 | 733.8546 | 733.8546 |
Max Trade Drawdown | -84633 | -44743 | -85675 | -7691074 | -2854446 | -11712257 |
Profit Factor | 3.1356 | 4.9455 | 1.5615 | 1.4804 | 3.0405 | 0.6033 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 54.3478 | 52.1739 | 56.5217 | 54.3478 | 52.1739 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.6339 | 4.5333 | 1.2012 | 1.2436 | 2.7871 | 0.4641 |
Largest Winning Trade | 343059 | 343059 | 47648 | 10626593 | 10626593 | 1368793 |
Largest Losing Trade | -70046 | -24187 | -70046 | -7239519 | -1831747 | -7239519 |
Avg Bars in Trades | 77 | 80 | 75 | 77 | 80 | 75 |
Avg Bars in Winners | 96 | 97 | 95 | 96 | 97 | 95 |
Avg Bars in Losers | 55 | 61 | 49 | 55 | 61 | 49 |
Bars Traded | 7159 | 3693 | 3465 | 7159 | 3693 | 3465 |
Profit Streak | 146.9892 | 161.3226 | 146.9892 | 146.9892 | 161.3226 | 146.9892 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64035 | -119139 | -285499 | 406957 | 548313 | -579285 |
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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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