Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859488.0946 | 731185.1777 | 128302.917 | 15788423.6664 | 16029446.1451 | -241022.4786 |
Total P&L (%) | 859.4881 | 731.1852 | 128.3029 | 15788.4237 | 16029.4461 | -241.0225 |
Avg Daily Profit (%) | 0.4708 | 0.4005 | 0.0703 | 0.278 | 0.2788 | 0 |
Buy And Hold Return (%) | 682.7509 | 682.7509 | 682.7509 | 682.7509 | 682.7509 | 682.7509 |
Max Trade Drawdown | -111132 | -76833 | -89907 | -13354187 | -6878284 | -10358513 |
Profit Factor | 1.9031 | 2.6605 | 1.2509 | 1.2358 | 1.494 | 0.993 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Losing Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Profitability (%) | 53.2847 | 54.7445 | 51.8248 | 53.2847 | 54.7445 | 51.8248 |
Ratio Avg Win / Avg Loss | 1.6685 | 2.1994 | 1.1628 | 1.0834 | 1.2351 | 0.9231 |
Largest Winning Trade | 173527 | 173527 | 76389 | 8544669 | 8544669 | 4335721 |
Largest Losing Trade | -34991 | -32691 | -34991 | -5209294 | -3920179 | -5209294 |
Avg Bars in Trades | 78 | 70 | 86 | 78 | 70 | 86 |
Avg Bars in Winners | 97 | 81 | 113 | 97 | 81 | 113 |
Avg Bars in Losers | 57 | 57 | 57 | 57 | 57 | 57 |
Bars Traded | 21544 | 9655 | 11889 | 21544 | 9655 | 11889 |
Profit Streak | 11.6692 | 16.0026 | 11.6692 | 11.6692 | 16.0026 | 11.6692 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68330 | -127387 | -264426 | 408359 | 413092 | -580103 |
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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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