Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857332.5224 | 770525.0022 | 86807.5202 | 5957027.506 | 9207050.7916 | -3250023.2856 |
Total P&L (%) | 857.3325 | 770.525 | 86.8075 | 5957.0275 | 9207.0508 | -3250.0233 |
Avg Daily Profit (%) | 0.3428 | 0.3081 | 0.0347 | 0.1642 | 0.1815 | 0 |
Buy And Hold Return (%) | 925.7428 | 925.7428 | 925.7428 | 925.7428 | 925.7428 | 925.7428 |
Max Trade Drawdown | -79297 | -48063 | -100238 | -4607252 | -1697540 | -5976721 |
Profit Factor | 2.3466 | 3.6901 | 1.2479 | 1.3765 | 2.6413 | 0.6818 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 44.0476 | 42.8571 | 45.2381 | 44.0476 | 42.8571 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.9808 | 4.9201 | 1.5106 | 1.7485 | 3.5217 | 0.8253 |
Largest Winning Trade | 320055 | 320055 | 51202 | 5763075 | 5763075 | 758983 |
Largest Losing Trade | -52269 | -26551 | -52269 | -2686448 | -588173 | -2686448 |
Avg Bars in Trades | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Winners | 62 | 64 | 61 | 62 | 64 | 61 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 7211 | 3672 | 3539 | 7211 | 3672 | 3539 |
Profit Streak | 78.4977 | 113.831 | 78.4977 | 78.4977 | 113.831 | 78.4977 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152068 | -151735 | -312639 | 323984 | 401853 | -581995 |
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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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