Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883496.2322 | 777144.1786 | 106352.0536 | 7400376.5214 | 21057275.5985 | -13656899.0771 |
Total P&L (%) | 883.4962 | 777.1442 | 106.3521 | 7400.3765 | 21057.2756 | -13656.8991 |
Avg Daily Profit (%) | 0.3534 | 0.3109 | 0.0425 | 0.1729 | 0.2144 | 0 |
Buy And Hold Return (%) | 738.8191 | 738.8191 | 738.8191 | 738.8191 | 738.8191 | 738.8191 |
Max Trade Drawdown | -164083 | -120596 | -103596 | -20434021 | -3716860 | -18916780 |
Profit Factor | 2.311 | 3.2037 | 1.3311 | 1.1998 | 2.9903 | 0.4838 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 52.2293 | 51.2821 | 53.1646 | 52.2293 | 51.2821 | 53.1646 |
Ratio Avg Win / Avg Loss | 2.1137 | 3.0435 | 1.1726 | 1.0974 | 2.8408 | 0.4262 |
Largest Winning Trade | 161487 | 161487 | 64072 | 14102492 | 14102492 | 1713752 |
Largest Losing Trade | -72407 | -43399 | -72407 | -16828150 | -1535165 | -16828150 |
Avg Bars in Trades | 61 | 71 | 50 | 61 | 71 | 50 |
Avg Bars in Winners | 78 | 81 | 76 | 78 | 81 | 76 |
Avg Bars in Losers | 42 | 62 | 21 | 42 | 62 | 21 |
Bars Traded | 9623 | 5609 | 4014 | 9623 | 5609 | 4014 |
Profit Streak | 74.9985 | 93.4985 | 74.9985 | 74.9985 | 93.4985 | 74.9985 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89029 | -167463 | -327579 | 329625 | -19060 | -606768 |
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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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