Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808238.7581 | 709268.7162 | 98970.0419 | 2643494.942 | -780307.743 | 3423802.685 |
Total P&L (%) | 808.2388 | 709.2687 | 98.97 | 2643.4949 | -780.3077 | 3423.8027 |
Avg Daily Profit (%) | 0.3712 | 0.3257 | 0.0455 | 0.1522 | 0 | 0.1637 |
Buy And Hold Return (%) | 203.8117 | 203.8117 | 203.8117 | 203.8117 | 203.8117 | 203.8117 |
Max Trade Drawdown | -96937 | -89914 | -88485 | -24176322 | -22895106 | -4637787 |
Profit Factor | 2.4882 | 2.8681 | 1.6056 | 1.0594 | 0.9792 | 1.4834 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 83.7037 | 83.5821 | 83.8235 | 83.7037 | 83.5821 | 83.8235 |
Ratio Avg Win / Avg Loss | 0.4844 | 0.5634 | 0.3099 | 0.2062 | 0.1923 | 0.2863 |
Largest Winning Trade | 125056 | 125056 | 18557 | 3903537 | 3903537 | 1381264 |
Largest Losing Trade | -89914 | -89914 | -71126 | -22895106 | -22895106 | -3169932 |
Avg Bars in Trades | 88 | 169 | 8 | 88 | 169 | 8 |
Avg Bars in Winners | 34 | 63 | 6 | 34 | 63 | 6 |
Avg Bars in Losers | 365 | 707 | 23 | 365 | 707 | 23 |
Bars Traded | 11951 | 11345 | 606 | 11951 | 11345 | 606 |
Profit Streak | 91.1794 | 91.1794 | 151.5127 | 91.1794 | 91.1794 | 151.5127 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562570 | -101957 | -400981 | -142864 | -691860 | -95993 |
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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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