Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847079.2018 | 694563.6615 | 152515.5403 | 15605798.6684 | 26448171.3091 | -10842372.6407 |
Total P&L (%) | 847.0792 | 694.5637 | 152.5155 | 15605.7987 | 26448.1713 | -10842.3726 |
Avg Daily Profit (%) | 0.3389 | 0.2779 | 0.061 | 0.2025 | 0.2236 | 0 |
Buy And Hold Return (%) | 769.6908 | 769.6908 | 769.6908 | 769.6908 | 769.6908 | 769.6908 |
Max Trade Drawdown | -117351 | -102381 | -72270 | -18399599 | -2921990 | -18399599 |
Profit Factor | 2.8689 | 3.5586 | 1.839 | 1.5705 | 4.8359 | 0.4701 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 50.6608 | 49.5575 | 51.7544 | 50.6608 | 49.5575 | 51.7544 |
Ratio Avg Win / Avg Loss | 2.794 | 3.6221 | 1.7143 | 1.5295 | 4.9223 | 0.4382 |
Largest Winning Trade | 152628 | 152628 | 48612 | 15381493 | 15381493 | 1840941 |
Largest Losing Trade | -72270 | -54353 | -72270 | -18399599 | -1260047 | -18399599 |
Avg Bars in Trades | 63 | 91 | 35 | 63 | 91 | 35 |
Avg Bars in Winners | 77 | 105 | 50 | 77 | 105 | 50 |
Avg Bars in Losers | 49 | 78 | 20 | 49 | 78 | 20 |
Bars Traded | 14461 | 10372 | 4089 | 14461 | 10372 | 4089 |
Profit Streak | 90.4057 | 113.4057 | 90.4057 | 90.4057 | 113.4057 | 90.4057 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117117 | -149409 | -272794 | 489032 | 606274 | -579841 |
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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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