Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942435.8251 | 801875.6905 | 140560.1346 | 13825261.0954 | 32017784.6857 | -18192523.5903 |
Total P&L (%) | 942.4358 | 801.8757 | 140.5601 | 13825.2611 | 32017.7847 | -18192.5236 |
Avg Daily Profit (%) | 0.3769 | 0.3207 | 0.0562 | 0.1976 | 0.2311 | 0 |
Buy And Hold Return (%) | 855.2801 | 855.2801 | 855.2801 | 855.2801 | 855.2801 | 855.2801 |
Max Trade Drawdown | -119237 | -55159 | -108344 | -23568096 | -7810720 | -28966854 |
Profit Factor | 2.8498 | 4.7154 | 1.4786 | 1.2598 | 2.9587 | 0.5065 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 54 | 50 | 58 | 54 | 50 | 58 |
Ratio Avg Win / Avg Loss | 2.4276 | 4.7154 | 1.0707 | 1.0732 | 2.9587 | 0.3668 |
Largest Winning Trade | 325939 | 325939 | 48788 | 23632666 | 23632666 | 2846606 |
Largest Losing Trade | -67030 | -26679 | -67030 | -14182157 | -3177894 | -14182157 |
Avg Bars in Trades | 48 | 52 | 44 | 48 | 52 | 44 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 36 | 44 | 26 | 36 | 44 | 26 |
Bars Traded | 4825 | 2611 | 2214 | 4825 | 2611 | 2214 |
Profit Streak | 154.0646 | 162.5646 | 154.0646 | 154.0646 | 162.5646 | 154.0646 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116857 | -327824 | -460123 | 362970 | -164748 | -758444 |
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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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