Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979791.7863 | 871734.156 | 108057.6304 | -13882180.5369 | 12055871.8518 | -25938052.3886 |
Total P&L (%) | 979.7918 | 871.7342 | 108.0576 | -13882.1805 | 12055.8719 | -25938.0524 |
Avg Daily Profit (%) | 0.5436 | 0.4837 | 0.06 | 0 | 0.2667 | 0 |
Buy And Hold Return (%) | 153.4079 | 153.4079 | 153.4079 | 153.4079 | 153.4079 | 153.4079 |
Max Trade Drawdown | -173254 | -83421 | -188405 | -23162414 | -8488874 | -26203020 |
Profit Factor | 2.3375 | 3.7497 | 1.26 | 0.7721 | 1.5789 | 0.3529 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 57 | 23 | 34 | 57 | 33 | 24 |
Losing Trades | 46 | 28 | 18 | 46 | 18 | 28 |
Profitability (%) | 55.3398 | 45.098 | 65.3846 | 55.3398 | 64.7059 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.8864 | 4.5648 | 0.6671 | 0.6231 | 0.8612 | 0.4117 |
Largest Winning Trade | 292631 | 292631 | 62415 | 3259258 | 3259258 | 1873939 |
Largest Losing Trade | -154451 | -39095 | -154451 | -8741666 | -7118783 | -8741666 |
Avg Bars in Trades | 67 | 41 | 93 | 67 | 41 | 93 |
Avg Bars in Winners | 84 | 42 | 113 | 41 | 45 | 34 |
Avg Bars in Losers | 46 | 40 | 56 | 100 | 32 | 144 |
Bars Traded | 6976 | 2100 | 4876 | 6976 | 2100 | 4876 |
Profit Streak | 19.3506 | 0 | 29.6006 | 0 | 59.8506 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 595518 | -165499 | -457989 | -579811 | -168442 | -762329 |
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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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