Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1614569.3622 | 1332326.784 | 282242.5782 | 23994257.665 | -8203186.8827 | 32197444.5477 |
Total P&L (%) | 1614.5694 | 1332.3268 | 282.2426 | 23994.2577 | -8203.1869 | 32197.4445 |
Avg Daily Profit (%) | 0.6826 | 0.5633 | 0.1193 | 0.2321 | 0 | 0.2446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72531 | -57108 | -55778 | -17903385 | -18009268 | -6599956 |
Profit Factor | 4.425 | 6.4738 | 2.2379 | 1.4421 | 0.7712 | 2.7469 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 43.6893 | 38.4615 | 49.0196 | 43.6893 | 38.4615 | 49.0196 |
Ratio Avg Win / Avg Loss | 5.7034 | 10.3581 | 2.3274 | 1.8587 | 1.2338 | 2.8568 |
Largest Winning Trade | 1085272 | 1085272 | 64543 | 15642910 | 8725683 | 15642910 |
Largest Losing Trade | -27213 | -22624 | -27213 | -7515939 | -7515939 | -3388860 |
Avg Bars in Trades | 67 | 53 | 81 | 67 | 53 | 81 |
Avg Bars in Winners | 116 | 102 | 127 | 116 | 102 | 127 |
Avg Bars in Losers | 29 | 23 | 37 | 29 | 23 | 37 |
Bars Traded | 6946 | 2793 | 4153 | 6946 | 2793 | 4153 |
Profit Streak | 0 | 0 | 24.5456 | 0 | 0 | 24.5456 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624807 | -164871 | -209339 | 295040 | -763653 | -166232 |
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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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