Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1509992.2705 | 1439958.2164 | 70034.0541 | 4094390.7498 | 4677191.1104 | -582800.3607 |
Total P&L (%) | 1509.9923 | 1439.9582 | 70.0341 | 4094.3908 | 4677.1911 | -582.8004 |
Avg Daily Profit (%) | 0.8276 | 0.7892 | 0.0384 | 0.205 | 0.2121 | 0 |
Buy And Hold Return (%) | 696.1446 | 696.1446 | 696.1446 | 696.1446 | 696.1446 | 696.1446 |
Max Trade Drawdown | -94045 | -74876 | -117385 | -5872817 | -4915145 | -3449395 |
Profit Factor | 2.7539 | 4.3534 | 1.1623 | 1.1629 | 1.3695 | 0.9533 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Losing Trades | 124 | 61 | 63 | 124 | 61 | 63 |
Profitability (%) | 37.3737 | 38.3838 | 36.3636 | 37.3737 | 38.3838 | 36.3636 |
Ratio Avg Win / Avg Loss | 4.6147 | 6.9884 | 2.034 | 1.9487 | 2.1984 | 1.6682 |
Largest Winning Trade | 854837 | 854837 | 70717 | 3899390 | 3899390 | 1663743 |
Largest Losing Trade | -34791 | -26377 | -34791 | -1573630 | -1107748 | -1573630 |
Avg Bars in Trades | 108 | 102 | 113 | 108 | 102 | 113 |
Avg Bars in Winners | 189 | 173 | 205 | 189 | 173 | 205 |
Avg Bars in Losers | 60 | 58 | 61 | 60 | 58 | 61 |
Bars Traded | 21462 | 10186 | 11276 | 21462 | 10186 | 11276 |
Profit Streak | 17.5752 | 23.8252 | 17.5752 | 17.5752 | 23.8252 | 17.5752 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355560 | 366723 | -353323 | -35669 | 208728 | -583026 |
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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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