Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992672.9228 | 871922.2873 | 120750.6355 | 10861332.1948 | 10987741.7395 | -126409.5448 |
Total P&L (%) | 992.6729 | 871.9223 | 120.7506 | 10861.3322 | 10987.7417 | -126.4095 |
Avg Daily Profit (%) | 0.3968 | 0.3485 | 0.0483 | 0.1879 | 0.1884 | 0 |
Buy And Hold Return (%) | 680.3535 | 680.3535 | 680.3535 | 680.3535 | 680.3535 | 680.3535 |
Max Trade Drawdown | -93923 | -57558 | -45942 | -7605434 | -3958899 | -4243061 |
Profit Factor | 2.1582 | 2.7535 | 1.3356 | 1.4754 | 1.849 | 0.9872 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 43.0556 | 37.963 | 48.1481 | 43.0556 | 37.963 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.8544 | 4.4996 | 1.4383 | 1.9513 | 3.0216 | 1.0632 |
Largest Winning Trade | 343133 | 343133 | 47968 | 7155642 | 7155642 | 3090987 |
Largest Losing Trade | -35979 | -35979 | -34940 | -2363200 | -1403909 | -2363200 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 33 | 36 | 31 | 33 | 36 | 31 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 4913 | 2592 | 2321 | 4913 | 2592 | 2321 |
Profit Streak | 42.8727 | 42.8727 | 53.3727 | 42.8727 | 42.8727 | 53.3727 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9440 | -67734 | -294079 | 356260 | 263851 | -579257 |
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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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