Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1083136.4545 | 861046.1777 | 222090.2767 | 56747637.0608 | 45754067.3304 | 10993569.7304 |
Total P&L (%) | 1083.1365 | 861.0462 | 222.0903 | 56747.6371 | 45754.0673 | 10993.5697 |
Avg Daily Profit (%) | 0.4329 | 0.3441 | 0.0888 | 0.2538 | 0.2452 | 0.1884 |
Buy And Hold Return (%) | 830.3495 | 830.3495 | 830.3495 | 830.3495 | 830.3495 | 830.3495 |
Max Trade Drawdown | -110305 | -103325 | -92768 | -2669994 | -1233457 | -2669994 |
Profit Factor | 4.2927 | 5.3292 | 2.7077 | 8.2854 | 18.3546 | 3.1335 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 61.8557 | 56.25 | 67.3469 | 61.8557 | 56.25 | 67.3469 |
Ratio Avg Win / Avg Loss | 2.6472 | 4.1449 | 1.3128 | 5.1093 | 14.2758 | 1.5193 |
Largest Winning Trade | 338404 | 338404 | 60130 | 23459806 | 23459806 | 3647314 |
Largest Losing Trade | -67495 | -32919 | -67495 | -2669994 | -950611 | -2669994 |
Avg Bars in Trades | 47 | 57 | 37 | 47 | 57 | 37 |
Avg Bars in Winners | 57 | 66 | 49 | 57 | 66 | 49 |
Avg Bars in Losers | 32 | 46 | 12 | 32 | 46 | 12 |
Bars Traded | 4610 | 2767 | 1843 | 4610 | 2767 | 1843 |
Profit Streak | 81.2755 | 451.7755 | 81.2755 | 81.2755 | 451.7755 | 81.2755 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50551 | -134679 | -232868 | 728444 | 692767 | 620408 |
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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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