Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1701497.5066 | 1613345.4309 | 88152.0758 | 2388292.2658 | 9237318.2615 | -6849025.9958 |
Total P&L (%) | 1701.4975 | 1613.3454 | 88.1521 | 2388.2923 | 9237.3183 | -6849.026 |
Avg Daily Profit (%) | 0.9461 | 0.8971 | 0.049 | 0.1789 | 0.2526 | 0 |
Buy And Hold Return (%) | 189.451 | 189.451 | 189.451 | 189.451 | 189.451 | 189.451 |
Max Trade Drawdown | -100627 | -136810 | -66576 | -13370703 | -10521984 | -10417086 |
Profit Factor | 3.5016 | 5.6894 | 1.2623 | 1.0539 | 1.493 | 0.7324 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 52.5424 | 52.2727 | 52.809 | 52.5424 | 52.2727 | 52.809 |
Ratio Avg Win / Avg Loss | 3.1627 | 5.1947 | 1.128 | 0.9519 | 1.3632 | 0.6545 |
Largest Winning Trade | 959353 | 959353 | 59683 | 13653630 | 13653630 | 4116110 |
Largest Losing Trade | -62486 | -34941 | -62486 | -9800400 | -3152729 | -9800400 |
Avg Bars in Trades | 39 | 34 | 44 | 39 | 34 | 44 |
Avg Bars in Winners | 50 | 40 | 61 | 50 | 40 | 61 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 6982 | 3065 | 3917 | 6982 | 3065 | 3917 |
Profit Streak | 16.0255 | 0 | 26.2755 | 16.0255 | 0 | 26.2755 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 785634 | 774951 | -292789 | -153244 | 350139 | -580188 |
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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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