Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765424.7547 | 764577.2485 | 847.5061 | 297270.2997 | 3141945.8973 | -2844675.5976 |
Total P&L (%) | 765.4248 | 764.5772 | 0.8475 | 297.2703 | 3141.9459 | -2844.6756 |
Avg Daily Profit (%) | 0.4255 | 0.425 | 0.0005 | 0.0767 | 0.1936 | 0 |
Buy And Hold Return (%) | 491.6623 | 491.6623 | 491.6623 | 491.6623 | 491.6623 | 491.6623 |
Max Trade Drawdown | -194275 | -170705 | -70699 | -29838257 | -30694587 | -7450135 |
Profit Factor | 2.2272 | 3.0738 | 1.0033 | 1.0066 | 1.0898 | 0.7093 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 62.3529 | 61.9048 | 62.7907 | 62.3529 | 61.9048 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.3447 | 1.8916 | 0.5946 | 0.6078 | 0.6706 | 0.4203 |
Largest Winning Trade | 294976 | 294976 | 30696 | 12160621 | 12160621 | 1391884 |
Largest Losing Trade | -86750 | -86750 | -31594 | -16972869 | -16972869 | -5766484 |
Avg Bars in Trades | 81 | 148 | 16 | 81 | 148 | 16 |
Avg Bars in Winners | 51 | 89 | 15 | 51 | 89 | 15 |
Avg Bars in Losers | 131 | 245 | 17 | 131 | 245 | 17 |
Bars Traded | 6947 | 6254 | 692 | 6947 | 6254 | 692 |
Profit Streak | 80.4096 | 80.9096 | 80.4096 | 80.4096 | 80.9096 | 80.4096 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 243694 | 306990 | -573545 | -467677 | -113291 | -577828 |
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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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