Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823185.7948 | 720782.0039 | 102403.7908 | 6737343.4107 | 8549837.9978 | -1812494.587 |
Total P&L (%) | 823.1858 | 720.782 | 102.4038 | 6737.3434 | 8549.838 | -1812.4946 |
Avg Daily Profit (%) | 0.3292 | 0.2883 | 0.041 | 0.1691 | 0.1785 | 0 |
Buy And Hold Return (%) | 812.83 | 812.83 | 812.83 | 812.83 | 812.83 | 812.83 |
Max Trade Drawdown | -113329 | -55703 | -106531 | -7950658 | -4035790 | -8029927 |
Profit Factor | 2.3905 | 3.6105 | 1.3242 | 1.3167 | 1.912 | 0.8477 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 45.7944 | 45.283 | 46.2963 | 45.7944 | 45.283 | 46.2963 |
Ratio Avg Win / Avg Loss | 2.8296 | 4.3627 | 1.536 | 1.5586 | 2.3103 | 0.9833 |
Largest Winning Trade | 179698 | 179698 | 45527 | 3867540 | 3867540 | 2954020 |
Largest Losing Trade | -70011 | -25024 | -70011 | -3838078 | -2277666 | -3838078 |
Avg Bars in Trades | 45 | 39 | 51 | 45 | 39 | 51 |
Avg Bars in Winners | 63 | 53 | 72 | 63 | 53 | 72 |
Avg Bars in Losers | 30 | 28 | 32 | 30 | 28 | 32 |
Bars Traded | 4873 | 2112 | 2761 | 4873 | 2112 | 2761 |
Profit Streak | 157.975 | 174.475 | 157.975 | 157.975 | 174.475 | 157.975 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148086 | -331130 | -483168 | 327674 | -169436 | -761308 |
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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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