Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943168.0361 | 835279.4077 | 107888.6284 | 7267191.9565 | 11695102.8624 | -4427910.9059 |
Total P&L (%) | 943.168 | 835.2794 | 107.8886 | 7267.192 | 11695.1029 | -4427.9109 |
Avg Daily Profit (%) | 0.3772 | 0.3341 | 0.0432 | 0.1721 | 0.191 | 0 |
Buy And Hold Return (%) | 724.0104 | 724.0104 | 724.0104 | 724.0104 | 724.0104 | 724.0104 |
Max Trade Drawdown | -85836 | -60172 | -84516 | -5458551 | -2596523 | -7356276 |
Profit Factor | 2.66 | 4.1043 | 1.3607 | 1.3431 | 2.4421 | 0.6612 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 45.6311 | 43.1373 | 48.0769 | 45.6311 | 43.1373 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.1694 | 5.4103 | 1.4696 | 1.6003 | 3.2192 | 0.7141 |
Largest Winning Trade | 339623 | 339623 | 50801 | 6676227 | 6676227 | 1127597 |
Largest Losing Trade | -71115 | -26207 | -71115 | -5150590 | -1053364 | -5150590 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 101 | 104 | 98 | 101 | 104 | 98 |
Avg Bars in Losers | 45 | 48 | 41 | 45 | 48 | 41 |
Bars Traded | 7285 | 3702 | 3583 | 7285 | 3702 | 3583 |
Profit Streak | 164.5183 | 164.5183 | 179.5183 | 164.5183 | 164.5183 | 179.5183 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56991 | -283400 | -480042 | 332788 | -169143 | -760224 |
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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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