Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954210.1777 | 803527.8095 | 150682.3682 | 23108032.4152 | 24364980.2632 | -1256947.8481 |
Total P&L (%) | 954.2102 | 803.5278 | 150.6824 | 23108.0324 | 24364.9803 | -1256.9478 |
Avg Daily Profit (%) | 0.3816 | 0.3213 | 0.0603 | 0.2181 | 0.2202 | 0 |
Buy And Hold Return (%) | 799.4949 | 799.4949 | 799.4949 | 799.4949 | 799.4949 | 799.4949 |
Max Trade Drawdown | -62894 | -38108 | -62873 | -12291471 | -6853358 | -8278122 |
Profit Factor | 3.2811 | 4.7653 | 1.7354 | 1.9924 | 2.9193 | 0.8813 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 53.2609 | 56.5217 | 50 | 53.2609 | 56.5217 | 50 |
Ratio Avg Win / Avg Loss | 2.8793 | 3.6656 | 1.7354 | 1.7485 | 2.2456 | 0.8813 |
Largest Winning Trade | 354228 | 354228 | 43038 | 19300692 | 19300692 | 1738991 |
Largest Losing Trade | -29089 | -29089 | -27818 | -5967728 | -5967728 | -2089723 |
Avg Bars in Trades | 78 | 81 | 75 | 78 | 81 | 75 |
Avg Bars in Winners | 90 | 91 | 88 | 90 | 91 | 88 |
Avg Bars in Losers | 65 | 69 | 61 | 65 | 69 | 61 |
Bars Traded | 7229 | 3763 | 3465 | 7229 | 3763 | 3465 |
Profit Streak | 156.5931 | 166.9264 | 156.5931 | 156.5931 | 166.9264 | 156.5931 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87660 | -145624 | -273913 | 505009 | 564139 | -579739 |
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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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