Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953101.19 | 828440.0876 | 124661.1024 | 9552266.1046 | 11300125.8372 | -1747859.7326 |
Total P&L (%) | 953.1012 | 828.4401 | 124.6611 | 9552.2661 | 11300.1258 | -1747.8597 |
Avg Daily Profit (%) | 0.3812 | 0.3313 | 0.0499 | 0.1829 | 0.1896 | 0 |
Buy And Hold Return (%) | 796.8903 | 796.8903 | 796.8903 | 796.8903 | 796.8903 | 796.8903 |
Max Trade Drawdown | -86423 | -48500 | -80899 | -4437236 | -2210042 | -6071163 |
Profit Factor | 2.7309 | 4.0185 | 1.4514 | 1.505 | 2.4444 | 0.8424 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 43.4783 | 42.1053 | 44.8276 | 43.4783 | 42.1053 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.5502 | 5.5254 | 1.7863 | 1.9565 | 3.361 | 1.0368 |
Largest Winning Trade | 335172 | 335172 | 48806 | 5843343 | 5843343 | 1497183 |
Largest Losing Trade | -73588 | -28827 | -73588 | -4108592 | -1075658 | -4108592 |
Avg Bars in Trades | 63 | 63 | 63 | 63 | 63 | 63 |
Avg Bars in Winners | 99 | 100 | 99 | 99 | 100 | 99 |
Avg Bars in Losers | 35 | 35 | 34 | 35 | 35 | 34 |
Bars Traded | 7289 | 3602 | 3687 | 7289 | 3602 | 3687 |
Profit Streak | 158.6923 | 174.359 | 158.6923 | 158.6923 | 174.359 | 158.6923 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90843 | -319381 | -471088 | 341679 | -169549 | -760213 |
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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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