Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087765.2287 | 870068.7854 | 217696.4433 | 60119508.9835 | 63975816.9231 | -3856307.9395 |
Total P&L (%) | 1087.7652 | 870.0688 | 217.6964 | 60119.509 | 63975.8169 | -3856.3079 |
Avg Daily Profit (%) | 0.435 | 0.348 | 0.0871 | 0.2563 | 0.2588 | 0 |
Buy And Hold Return (%) | 832.501 | 832.501 | 832.501 | 832.501 | 832.501 | 832.501 |
Max Trade Drawdown | -79994 | -50393 | -67030 | -15269821 | -5441650 | -27110812 |
Profit Factor | 3.7661 | 5.6466 | 2.0568 | 1.9966 | 4.0546 | 0.9021 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 53.271 | 51.8519 | 54.717 | 53.271 | 51.8519 | 54.717 |
Ratio Avg Win / Avg Loss | 3.3036 | 5.2433 | 1.7021 | 1.7514 | 3.765 | 0.7466 |
Largest Winning Trade | 322030 | 322030 | 44075 | 32617874 | 32617874 | 7138002 |
Largest Losing Trade | -67030 | -35289 | -67030 | -14698129 | -5441650 | -14698129 |
Avg Bars in Trades | 45 | 50 | 39 | 45 | 50 | 39 |
Avg Bars in Winners | 55 | 58 | 52 | 55 | 58 | 52 |
Avg Bars in Losers | 33 | 40 | 24 | 33 | 40 | 24 |
Bars Traded | 4829 | 2710 | 2119 | 4829 | 2710 | 2119 |
Profit Streak | 72.27 | 77.27 | 0 | 72.27 | 77.27 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52180 | -313424 | -418036 | 488847 | -163615 | -760221 |
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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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