Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051404.9314 | 865301.3123 | 186103.6191 | 28986211.9769 | 41233349.2513 | -12247137.2744 |
Total P&L (%) | 1051.4049 | 865.3013 | 186.1036 | 28986.212 | 41233.3493 | -12247.1373 |
Avg Daily Profit (%) | 0.4205 | 0.3461 | 0.0744 | 0.2271 | 0.2412 | 0 |
Buy And Hold Return (%) | 805.7138 | 805.7138 | 805.7138 | 805.7138 | 805.7138 | 805.7138 |
Max Trade Drawdown | -90832 | -45020 | -82155 | -21504782 | -7280604 | -29668093 |
Profit Factor | 3.6378 | 6.0269 | 1.8218 | 1.5345 | 3.5361 | 0.6775 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 56.8421 | 51.0638 | 62.5 | 56.8421 | 51.0638 | 62.5 |
Ratio Avg Win / Avg Loss | 2.762 | 5.7757 | 1.0931 | 1.1651 | 3.3887 | 0.4065 |
Largest Winning Trade | 342333 | 342333 | 51247 | 25625149 | 25625149 | 3856296 |
Largest Losing Trade | -75264 | -26386 | -75264 | -20352425 | -6826082 | -20352425 |
Avg Bars in Trades | 74 | 86 | 63 | 74 | 86 | 63 |
Avg Bars in Winners | 82 | 91 | 75 | 82 | 91 | 75 |
Avg Bars in Losers | 64 | 80 | 44 | 64 | 80 | 44 |
Bars Traded | 7115 | 4053 | 3062 | 7115 | 4053 | 3062 |
Profit Streak | 120.3042 | 120.3042 | 160.6375 | 120.3042 | 120.3042 | 160.6375 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51698 | -124170 | -253934 | 442030 | 572236 | -577715 |
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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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