Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863873.3329 | 756399.9507 | 107473.3822 | 9890913.4971 | 18520074.5105 | -8629161.0134 |
Total P&L (%) | 863.8733 | 756.4 | 107.4734 | 9890.9135 | 18520.0745 | -8629.161 |
Avg Daily Profit (%) | 0.3455 | 0.3025 | 0.043 | 0.1843 | 0.2093 | 0 |
Buy And Hold Return (%) | 757.6563 | 757.6563 | 757.6563 | 757.6563 | 757.6563 | 757.6563 |
Max Trade Drawdown | -100314 | -92776 | -129683 | -12473899 | -6118890 | -14908277 |
Profit Factor | 2.0541 | 3.163 | 1.2288 | 1.2073 | 2.0304 | 0.7098 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 131 | 68 | 63 | 131 | 68 | 63 |
Losing Trades | 116 | 56 | 60 | 116 | 56 | 60 |
Profitability (%) | 53.0364 | 54.8387 | 51.2195 | 53.0364 | 54.8387 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.8189 | 2.6049 | 1.1702 | 1.0691 | 1.6721 | 0.676 |
Largest Winning Trade | 150074 | 150074 | 69458 | 10114909 | 10114909 | 2037079 |
Largest Losing Trade | -46568 | -26399 | -46568 | -6979546 | -2024540 | -6979546 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Losers | 21 | 26 | 17 | 21 | 26 | 17 |
Bars Traded | 7327 | 3930 | 3397 | 7327 | 3930 | 3397 |
Profit Streak | 67.3189 | 83.3189 | 67.3189 | 67.3189 | 83.3189 | 67.3189 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105631 | -149455 | -300856 | 387606 | 480236 | -580011 |
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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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