Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852201.9916 | 744714.4102 | 107487.5814 | 9577805.0574 | 9856799.7458 | -278994.6884 |
Total P&L (%) | 852.202 | 744.7144 | 107.4876 | 9577.8051 | 9856.7997 | -278.9947 |
Avg Daily Profit (%) | 0.3406 | 0.2976 | 0.043 | 0.1829 | 0.1841 | 0 |
Buy And Hold Return (%) | 817.3344 | 817.3344 | 817.3344 | 817.3344 | 817.3344 | 817.3344 |
Max Trade Drawdown | -161291 | -48083 | -114466 | -4653516 | -1093305 | -3574880 |
Profit Factor | 2.5985 | 4.5276 | 1.3338 | 1.9124 | 3.3536 | 0.9558 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 104 | 53 | 51 | 104 | 53 | 51 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 53.6082 | 54.6392 | 52.5773 | 53.6082 | 54.6392 | 52.5773 |
Ratio Avg Win / Avg Loss | 2.2487 | 3.7588 | 1.203 | 1.655 | 2.7841 | 0.8621 |
Largest Winning Trade | 345268 | 345268 | 56398 | 5485843 | 5485843 | 1073507 |
Largest Losing Trade | -57162 | -18816 | -57162 | -1233432 | -535479 | -1233432 |
Avg Bars in Trades | 24 | 26 | 21 | 24 | 26 | 21 |
Avg Bars in Winners | 32 | 36 | 27 | 32 | 36 | 27 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 4669 | 2606 | 2063 | 4669 | 2606 | 2063 |
Profit Streak | 76.8018 | 121.8018 | 0 | 76.8018 | 121.8018 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135991 | -147486 | -300695 | 498314 | 586226 | -580461 |
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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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