Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871737.5798 | 751182.9625 | 120554.6173 | 10725669.1017 | 13679033.8304 | -2953364.7287 |
Total P&L (%) | 871.7376 | 751.183 | 120.5546 | 10725.6691 | 13679.0338 | -2953.3647 |
Avg Daily Profit (%) | 0.3485 | 0.3003 | 0.0482 | 0.1875 | 0.1971 | 0 |
Buy And Hold Return (%) | 838.4994 | 838.4994 | 838.4994 | 838.4994 | 838.4994 | 838.4994 |
Max Trade Drawdown | -75641 | -68354 | -84675 | -10864962 | -4632498 | -8227887 |
Profit Factor | 2.2217 | 3.1472 | 1.3315 | 1.3624 | 2.0046 | 0.8152 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Profitability (%) | 49.7436 | 53.6082 | 45.9184 | 49.7436 | 53.6082 | 45.9184 |
Ratio Avg Win / Avg Loss | 2.2446 | 2.7236 | 1.5682 | 1.3764 | 1.7347 | 0.9601 |
Largest Winning Trade | 339803 | 339803 | 50466 | 12652796 | 12652796 | 1705324 |
Largest Losing Trade | -37435 | -37435 | -32268 | -5853966 | -3274414 | -5853966 |
Avg Bars in Trades | 37 | 42 | 31 | 37 | 42 | 31 |
Avg Bars in Winners | 45 | 44 | 46 | 45 | 44 | 46 |
Avg Bars in Losers | 28 | 40 | 18 | 28 | 40 | 18 |
Bars Traded | 7221 | 4149 | 3072 | 7221 | 4149 | 3072 |
Profit Streak | 78.2704 | 94.937 | 78.2704 | 78.2704 | 94.937 | 78.2704 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137572 | -149337 | -293851 | 386410 | 480711 | -581694 |
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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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