Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8235153.112 | 8246291.943 | -11138.831 | 1909580.0204 | 6026996.5066 | -4117416.4862 |
Total P&L (%) | 8235.1531 | 8246.2919 | -11.1388 | 1909.58 | 6026.9965 | -4117.4165 |
Avg Daily Profit (%) | 4.8357 | 4.8422 | -0.0065 | 0.1763 | 0.2419 | 0 |
Buy And Hold Return (%) | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 | 2239.0875 |
Max Trade Drawdown | -242453 | -178445 | -121560 | -12494179 | -7410153 | -6345105 |
Profit Factor | 11.8035 | 17.5376 | 0.9577 | 1.0608 | 1.2948 | 0.6237 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 69 | 27 | 42 | 69 | 27 | 42 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 35.3846 | 27.8351 | 42.8571 | 35.3846 | 27.8351 | 42.8571 |
Ratio Avg Win / Avg Loss | 21.5541 | 45.468 | 1.277 | 1.9372 | 3.3569 | 0.8316 |
Largest Winning Trade | 8209458 | 8209458 | 25191 | 10947756 | 10947756 | 1230929 |
Largest Losing Trade | -41287 | -41287 | -27170 | -1629271 | -1629271 | -1070307 |
Avg Bars in Trades | 101 | 169 | 33 | 101 | 169 | 33 |
Avg Bars in Winners | 188 | 398 | 54 | 188 | 398 | 54 |
Avg Bars in Losers | 52 | 80 | 17 | 52 | 80 | 17 |
Bars Traded | 19702 | 16425 | 3277 | 19702 | 16425 | 3277 |
Profit Streak | 419.979 | 419.979 | 445.8956 | 419.979 | 419.979 | 445.8956 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 671039 | 177776 | -581220 | -313755 | -10855 | -582887 |
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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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