Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952120.0074 | 874584.6523 | 77535.3552 | 3640291.4448 | 8264860.022 | -4624568.5773 |
Total P&L (%) | 952.12 | 874.5847 | 77.5354 | 3640.2914 | 8264.86 | -4624.5686 |
Avg Daily Profit (%) | 0.5242 | 0.4815 | 0.0427 | 0.1996 | 0.244 | 0 |
Buy And Hold Return (%) | 800.0333 | 800.0333 | 800.0333 | 800.0333 | 800.0333 | 800.0333 |
Max Trade Drawdown | -110894 | -79572 | -118274 | -7611752 | -5080954 | -5937427 |
Profit Factor | 2.1354 | 3.4273 | 1.1621 | 1.1201 | 1.6753 | 0.7442 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 46.7391 | 47.8261 | 45.6522 | 46.7391 | 47.8261 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.4334 | 3.7388 | 1.3835 | 1.2764 | 1.8276 | 0.886 |
Largest Winning Trade | 281837 | 281837 | 76361 | 4572266 | 4572266 | 1763248 |
Largest Losing Trade | -78298 | -22514 | -78298 | -4177674 | -1680924 | -4177674 |
Avg Bars in Trades | 117 | 106 | 127 | 117 | 106 | 127 |
Avg Bars in Winners | 162 | 133 | 191 | 162 | 133 | 191 |
Avg Bars in Losers | 77 | 81 | 73 | 77 | 81 | 73 |
Bars Traded | 21535 | 9786 | 11749 | 21535 | 9786 | 11749 |
Profit Streak | 2.461 | 14.3777 | 2.461 | 2.461 | 14.3777 | 2.461 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93242 | -119449 | -347514 | -83633 | 429364 | -584429 |
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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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