Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2301761.6729 | 2275929.2645 | 25832.4083 | 983642.5934 | 7038362.6238 | -6054720.0305 |
Total P&L (%) | 2301.7617 | 2275.9293 | 25.8324 | 983.6426 | 7038.3626 | -6054.72 |
Avg Daily Profit (%) | 1.0403 | 1.0286 | 0.0117 | 0.1078 | 0.1931 | 0 |
Buy And Hold Return (%) | 488.6124 | 488.6124 | 488.6124 | 488.6124 | 488.6124 | 488.6124 |
Max Trade Drawdown | -167234 | -104658 | -116828 | -11813491 | -6161169 | -6611808 |
Profit Factor | 3.3872 | 5.8792 | 1.0519 | 1.0275 | 1.4 | 0.666 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 96 | 44 | 52 | 96 | 44 | 52 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 48.4848 | 44.4444 | 52.5253 | 48.4848 | 44.4444 | 52.5253 |
Ratio Avg Win / Avg Loss | 3.5989 | 7.349 | 0.9508 | 1.0918 | 1.75 | 0.602 |
Largest Winning Trade | 2122594 | 2122594 | 49107 | 12134028 | 12134028 | 2125515 |
Largest Losing Trade | -43108 | -38053 | -43108 | -3350590 | -2675971 | -3350590 |
Avg Bars in Trades | 32 | 31 | 34 | 32 | 31 | 34 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 20 | 19 | 22 | 20 | 19 | 22 |
Bars Traded | 6489 | 3070 | 3419 | 6489 | 3070 | 3419 |
Profit Streak | 16.0819 | 36.4153 | 16.0819 | 16.0819 | 36.4153 | 16.0819 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 712021 | 689504 | -507510 | -244244 | 315756 | -580163 |
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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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