Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077647.5031 | 1114130.6265 | -36483.1234 | 137826.061 | 2344301.2131 | -2206475.1521 |
Total P&L (%) | 1077.6475 | 1114.1306 | -36.4831 | 137.8261 | 2344.3012 | -2206.4752 |
Avg Daily Profit (%) | 0.4312 | 0.4458 | -0.0146 | 0.0347 | 0.128 | 0 |
Buy And Hold Return (%) | 462.7907 | 462.7907 | 462.7907 | 462.7907 | 462.7907 | 462.7907 |
Max Trade Drawdown | -250779 | -130359 | -142238 | -5213507 | -2572398 | -3236441 |
Profit Factor | 2.3544 | 4.0566 | 0.9154 | 1.0136 | 1.6407 | 0.6603 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 47.0297 | 45.5446 | 48.5149 | 47.0297 | 45.5446 | 48.5149 |
Ratio Avg Win / Avg Loss | 2.6518 | 4.8503 | 0.9714 | 1.1416 | 1.9617 | 0.7007 |
Largest Winning Trade | 748142 | 748142 | 58222 | 3555014 | 3555014 | 1784497 |
Largest Losing Trade | -73303 | -32811 | -73303 | -2208803 | -804834 | -2208803 |
Avg Bars in Trades | 72 | 69 | 75 | 72 | 69 | 75 |
Avg Bars in Winners | 102 | 99 | 105 | 102 | 99 | 105 |
Avg Bars in Losers | 45 | 44 | 46 | 45 | 44 | 46 |
Bars Traded | 14652 | 7069 | 7582 | 14652 | 7069 | 7582 |
Profit Streak | 3.3467 | 0 | 15.18 | 3.3467 | 0 | 15.18 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319712 | 397847 | -580568 | -518869 | -21952 | -580568 |
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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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