Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 905904.9359 | 774680.9007 | 131224.0352 | 17509634.758 | 22232841.1137 | -4723206.3557 |
Total P&L (%) | 905.9049 | 774.6809 | 131.224 | 17509.6348 | 22232.8411 | -4723.2064 |
Avg Daily Profit (%) | 0.3623 | 0.3098 | 0.0525 | 0.207 | 0.2166 | 0 |
Buy And Hold Return (%) | 839.2995 | 839.2995 | 839.2995 | 839.2995 | 839.2995 | 839.2995 |
Max Trade Drawdown | -71485 | -48184 | -84724 | -8523749 | -2035080 | -11083180 |
Profit Factor | 3.2727 | 6.0452 | 1.5355 | 1.8063 | 4.8721 | 0.7043 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 51 | 52 | 50 | 51 | 52 | 50 |
Ratio Avg Win / Avg Loss | 3.1444 | 5.5802 | 1.5355 | 1.7355 | 4.4973 | 0.7043 |
Largest Winning Trade | 311158 | 311158 | 52238 | 13506720 | 13506720 | 1704065 |
Largest Losing Trade | -44439 | -33291 | -44439 | -7931287 | -1174725 | -7931287 |
Avg Bars in Trades | 71 | 86 | 56 | 71 | 86 | 56 |
Avg Bars in Winners | 82 | 103 | 60 | 82 | 103 | 60 |
Avg Bars in Losers | 60 | 67 | 53 | 60 | 67 | 53 |
Bars Traded | 7148 | 4301 | 2848 | 7148 | 4301 | 2848 |
Profit Streak | 140.7825 | 153.1158 | 140.7825 | 140.7825 | 153.1158 | 140.7825 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123660 | -327105 | -465456 | 477769 | -162952 | -760262 |
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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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