Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901076.0237 | 775563.8719 | 125512.1517 | 11946933.1437 | 11788045.5235 | 158887.6202 |
Total P&L (%) | 901.076 | 775.5639 | 125.5122 | 11946.9331 | 11788.0455 | 158.8876 |
Avg Daily Profit (%) | 0.3604 | 0.3102 | 0.0502 | 0.1918 | 0.1913 | 0.0381 |
Buy And Hold Return (%) | 722.5651 | 722.5651 | 722.5651 | 722.5651 | 722.5651 | 722.5651 |
Max Trade Drawdown | -94460 | -60401 | -69688 | -4166325 | -1975189 | -3984718 |
Profit Factor | 2.8686 | 4.8302 | 1.4487 | 1.9763 | 3.1766 | 1.0233 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 55.1402 | 54.717 | 55.5556 | 55.1402 | 54.717 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.3338 | 3.9974 | 1.159 | 1.6079 | 2.6289 | 0.8186 |
Largest Winning Trade | 336944 | 336944 | 41248 | 7470470 | 7470470 | 1175788 |
Largest Losing Trade | -34779 | -26732 | -34779 | -1752888 | -1263223 | -1752888 |
Avg Bars in Trades | 66 | 70 | 62 | 66 | 70 | 62 |
Avg Bars in Winners | 70 | 69 | 71 | 70 | 69 | 71 |
Avg Bars in Losers | 61 | 71 | 51 | 61 | 71 | 51 |
Bars Traded | 7133 | 3754 | 3379 | 7133 | 3754 | 3379 |
Profit Streak | 13.2908 | 0 | 17.6242 | 13.2908 | 0 | 17.6242 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72476 | -305752 | -469429 | 478014 | -165409 | -683187 |
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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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