Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2518859.0029 | 2523762.5275 | -4903.5246 | 6530704.9595 | 9813207.5286 | -3282502.5691 |
Total P&L (%) | 2518.859 | 2523.7625 | -4.9035 | 6530.705 | 9813.2075 | -3282.5026 |
Avg Daily Profit (%) | 1.2331 | 1.2355 | -0.0024 | 0.2055 | 0.2253 | 0 |
Buy And Hold Return (%) | 3280.377 | 3280.377 | 3280.377 | 3280.377 | 3280.377 | 3280.377 |
Max Trade Drawdown | -126730 | -86026 | -196796 | -9682324 | -6611865 | -7049264 |
Profit Factor | 3.4083 | 6.3791 | 0.9915 | 1.2055 | 1.6092 | 0.7904 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Losing Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Profitability (%) | 51.2953 | 53.6082 | 48.9583 | 51.2953 | 53.6082 | 48.9583 |
Ratio Avg Win / Avg Loss | 3.2362 | 5.5204 | 1.0337 | 1.1447 | 1.3926 | 0.8241 |
Largest Winning Trade | 1795292 | 1795292 | 75838 | 8354275 | 8354275 | 2096718 |
Largest Losing Trade | -57602 | -41664 | -57602 | -3071360 | -3071360 | -2882811 |
Avg Bars in Trades | 61 | 55 | 67 | 61 | 55 | 67 |
Avg Bars in Winners | 87 | 74 | 101 | 87 | 74 | 101 |
Avg Bars in Losers | 33 | 33 | 34 | 33 | 33 | 34 |
Bars Traded | 11864 | 5404 | 6460 | 11864 | 5404 | 6460 |
Profit Streak | 316.9839 | 319.9839 | 316.9839 | 316.9839 | 319.9839 | 316.9839 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143193 | -142187 | -579226 | 113977 | 309165 | -580893 |
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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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