Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2264452.9768 | 2269315.7418 | -4862.765 | 234422.7441 | 3505582.67 | -3271159.9259 |
Total P&L (%) | 2264.453 | 2269.3157 | -4.8628 | 234.4227 | 3505.5827 | -3271.1599 |
Avg Daily Profit (%) | 0.9987 | 1.0009 | -0.0021 | 0.0533 | 0.1582 | 0 |
Buy And Hold Return (%) | 205.6156 | 205.6156 | 205.6156 | 205.6156 | 205.6156 | 205.6156 |
Max Trade Drawdown | -182113 | -148962 | -122200 | -7764526 | -4516633 | -3642276 |
Profit Factor | 3.0502 | 5.1965 | 0.9914 | 1.0137 | 1.4227 | 0.6294 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Profitability (%) | 41.5459 | 42.3077 | 40.7767 | 41.5459 | 42.3077 | 40.7767 |
Ratio Avg Win / Avg Loss | 4.2915 | 7.0862 | 1.4399 | 1.4262 | 1.9401 | 0.9141 |
Largest Winning Trade | 1792585 | 1792585 | 47781 | 7324842 | 7324842 | 827047 |
Largest Losing Trade | -38258 | -38258 | -32804 | -2545556 | -2545556 | -1415325 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 6713 | 3607 | 3106 | 6713 | 3607 | 3106 |
Profit Streak | 14.5084 | 14.5084 | 25.175 | 14.5084 | 14.5084 | 25.175 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 649274 | 669670 | -582434 | -450579 | 250141 | -584101 |
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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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