Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926804.5412 | 807697.0818 | 119107.4594 | 9700171.6588 | 12860149.145 | -3159977.4862 |
Total P&L (%) | 926.8045 | 807.6971 | 119.1075 | 9700.1717 | 12860.1491 | -3159.9775 |
Avg Daily Profit (%) | 0.3706 | 0.323 | 0.0476 | 0.1835 | 0.1947 | 0 |
Buy And Hold Return (%) | 940.2137 | 940.2137 | 940.2137 | 940.2137 | 940.2137 | 940.2137 |
Max Trade Drawdown | -79949 | -44379 | -82423 | -4782689 | -1814498 | -7569893 |
Profit Factor | 2.8349 | 4.5301 | 1.4311 | 1.5434 | 3.0351 | 0.726 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 48 | 46 | 50 | 48 | 46 | 50 |
Ratio Avg Win / Avg Loss | 3.0711 | 5.3179 | 1.4311 | 1.672 | 3.5629 | 0.726 |
Largest Winning Trade | 343418 | 343418 | 50928 | 7488774 | 7488774 | 1175778 |
Largest Losing Trade | -68048 | -26559 | -68048 | -4529569 | -971402 | -4529569 |
Avg Bars in Trades | 48 | 48 | 47 | 48 | 48 | 47 |
Avg Bars in Winners | 67 | 67 | 66 | 67 | 67 | 66 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 4809 | 2420 | 2389 | 4809 | 2420 | 2389 |
Profit Streak | 156.8657 | 170.8657 | 156.8657 | 156.8657 | 170.8657 | 156.8657 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149999 | -329881 | -473279 | 412201 | -166852 | -759868 |
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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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