Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103350.0103 | 917968.8094 | 185381.2009 | 32745959.5997 | 35639738.2624 | -2893778.6627 |
Total P&L (%) | 1103.35 | 917.9688 | 185.3812 | 32745.9596 | 35639.7383 | -2893.7787 |
Avg Daily Profit (%) | 0.4413 | 0.3671 | 0.0741 | 0.232 | 0.2354 | 0 |
Buy And Hold Return (%) | 773.288 | 773.288 | 773.288 | 773.288 | 773.288 | 773.288 |
Max Trade Drawdown | -84594 | -44304 | -71330 | -9326714 | -3195592 | -15161528 |
Profit Factor | 3.356 | 5.115 | 1.7559 | 1.9198 | 3.751 | 0.8722 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 52.4272 | 45.098 | 59.6154 | 52.4272 | 45.098 | 59.6154 |
Ratio Avg Win / Avg Loss | 3.0452 | 6.227 | 1.1895 | 1.742 | 4.5664 | 0.5909 |
Largest Winning Trade | 374751 | 374751 | 46421 | 20437646 | 20437646 | 3411072 |
Largest Losing Trade | -71330 | -30083 | -71330 | -8854667 | -2901599 | -8854667 |
Avg Bars in Trades | 47 | 47 | 47 | 47 | 47 | 47 |
Avg Bars in Winners | 63 | 67 | 61 | 63 | 67 | 61 |
Avg Bars in Losers | 28 | 30 | 26 | 28 | 30 | 26 |
Bars Traded | 4861 | 2404 | 2457 | 4861 | 2404 | 2457 |
Profit Streak | 167.5577 | 167.5577 | 241.0577 | 167.5577 | 167.5577 | 241.0577 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14469 | -271218 | -434946 | 502432 | -165775 | -758209 |
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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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