Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840053.9183 | 711969.249 | 128084.6693 | 8422411.6636 | 38268975.8402 | -29846564.1766 |
Total P&L (%) | 840.0539 | 711.9692 | 128.0847 | 8422.4117 | 38268.9758 | -29846.5642 |
Avg Daily Profit (%) | 0.336 | 0.2848 | 0.0512 | 0.1779 | 0.2382 | 0 |
Buy And Hold Return (%) | 710.8417 | 710.8417 | 710.8417 | 710.8417 | 710.8417 | 710.8417 |
Max Trade Drawdown | -148155 | -66518 | -139469 | -40241855 | -16191740 | -46014894 |
Profit Factor | 2.0776 | 2.7038 | 1.3541 | 1.0741 | 1.7549 | 0.5256 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 54.4554 | 52.4752 | 56.4356 | 54.4554 | 52.4752 | 56.4356 |
Ratio Avg Win / Avg Loss | 1.7376 | 2.4487 | 1.0453 | 0.8984 | 1.5894 | 0.4057 |
Largest Winning Trade | 178990 | 178990 | 62914 | 29283246 | 29283246 | 6396898 |
Largest Losing Trade | -72738 | -32648 | -72738 | -33200268 | -4510182 | -33200268 |
Avg Bars in Trades | 36 | 37 | 34 | 36 | 37 | 34 |
Avg Bars in Winners | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Losers | 32 | 40 | 23 | 32 | 40 | 23 |
Bars Traded | 7337 | 3824 | 3513 | 7337 | 3824 | 3513 |
Profit Streak | 85.9329 | 89.2662 | 85.9329 | 85.9329 | 89.2662 | 85.9329 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93480 | -150769 | -288759 | -130193 | 442307 | -579670 |
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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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