Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043359.6512 | 910312.9588 | 133046.6924 | 18175517.4979 | 24138952.6347 | -5963435.1368 |
Total P&L (%) | 1043.3597 | 910.313 | 133.0467 | 18175.5175 | 24138.9526 | -5963.4351 |
Avg Daily Profit (%) | 0.4175 | 0.3642 | 0.0532 | 0.2086 | 0.2199 | 0 |
Buy And Hold Return (%) | 688.461 | 688.461 | 688.461 | 688.461 | 688.461 | 688.461 |
Max Trade Drawdown | -93454 | -58028 | -75553 | -24284789 | -14314232 | -13204038 |
Profit Factor | 2.3279 | 3.0087 | 1.4001 | 1.3113 | 1.7158 | 0.7582 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 46.9274 | 42.2222 | 51.6854 | 46.9274 | 42.2222 | 51.6854 |
Ratio Avg Win / Avg Loss | 2.6328 | 4.1172 | 1.3088 | 1.483 | 2.3479 | 0.7087 |
Largest Winning Trade | 313479 | 313479 | 61975 | 21502940 | 21502940 | 4043153 |
Largest Losing Trade | -39205 | -24246 | -39205 | -8039230 | -8039230 | -6677568 |
Avg Bars in Trades | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Winners | 114 | 120 | 108 | 114 | 120 | 108 |
Avg Bars in Losers | 55 | 61 | 46 | 55 | 61 | 46 |
Bars Traded | 14818 | 7793 | 7024 | 14818 | 7793 | 7024 |
Profit Streak | 25.2266 | 25.2266 | 45.0599 | 25.2266 | 25.2266 | 45.0599 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 179152 | -53131 | -286021 | 325084 | 311913 | -579888 |
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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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