Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1876767.933 | 1888184.4566 | -11416.5236 | 612203.8736 | 1244362.4298 | -632158.5562 |
Total P&L (%) | 1876.7679 | 1888.1845 | -11.4165 | 612.2039 | 1244.3624 | -632.1586 |
Avg Daily Profit (%) | 0.9011 | 0.9066 | -0.0055 | 0.0943 | 0.1248 | 0 |
Buy And Hold Return (%) | 749.7596 | 749.7596 | 749.7596 | 749.7596 | 749.7596 | 749.7596 |
Max Trade Drawdown | -130395 | -116382 | -75524 | -6861341 | -4228819 | -3349936 |
Profit Factor | 3.0465 | 4.6654 | 0.9716 | 1.0286 | 1.1007 | 0.93 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 136 | 71 | 65 | 136 | 71 | 65 |
Profitability (%) | 30.2564 | 26.8041 | 33.6735 | 30.2564 | 26.8041 | 33.6735 |
Ratio Avg Win / Avg Loss | 7.0224 | 12.7401 | 1.9137 | 2.3711 | 3.0059 | 1.8319 |
Largest Winning Trade | 1680981 | 1680981 | 44518 | 4043911 | 4043911 | 1085194 |
Largest Losing Trade | -18357 | -18357 | -16509 | -757287 | -681211 | -757287 |
Avg Bars in Trades | 125 | 136 | 115 | 125 | 136 | 115 |
Avg Bars in Winners | 273 | 322 | 235 | 273 | 322 | 235 |
Avg Bars in Losers | 61 | 68 | 54 | 61 | 68 | 54 |
Bars Traded | 24543 | 13257 | 11286 | 24543 | 13257 | 11286 |
Profit Streak | 14.3706 | 0 | 16.9539 | 14.3706 | 0 | 16.9539 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340423 | -4889 | -584071 | -426424 | -165851 | -584071 |
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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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