Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023158.8745 | 825567.9459 | 197590.9287 | 55730931.9907 | 47051433.7039 | 8679498.2868 |
Total P&L (%) | 1023.1589 | 825.5679 | 197.5909 | 55730.932 | 47051.4337 | 8679.4983 |
Avg Daily Profit (%) | 0.4087 | 0.3298 | 0.0789 | 0.253 | 0.2462 | 0.1789 |
Buy And Hold Return (%) | 805.0448 | 805.0448 | 805.0448 | 805.0448 | 805.0448 | 805.0448 |
Max Trade Drawdown | -97502 | -66469 | -61988 | -17865326 | -10474891 | -12097005 |
Profit Factor | 3.3784 | 4.3772 | 2.0638 | 2.4677 | 3.176 | 1.5309 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 54.2857 | 57.6923 | 50.9434 | 54.2857 | 57.6923 | 50.9434 |
Ratio Avg Win / Avg Loss | 2.8449 | 3.21 | 1.9874 | 2.0781 | 2.3291 | 1.4742 |
Largest Winning Trade | 283641 | 283641 | 45176 | 27803418 | 27803418 | 9437492 |
Largest Losing Trade | -51170 | -51170 | -27589 | -4936903 | -4936903 | -3212185 |
Avg Bars in Trades | 67 | 78 | 57 | 67 | 78 | 57 |
Avg Bars in Winners | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Losers | 49 | 69 | 33 | 49 | 69 | 33 |
Bars Traded | 7117 | 4067 | 3050 | 7117 | 4067 | 3050 |
Profit Streak | 82.8742 | 147.2076 | 82.8742 | 82.8742 | 147.2076 | 82.8742 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63408 | -319457 | -428794 | 539646 | -163593 | -170022 |
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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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