Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011595.3695 | 895373.9598 | 116221.4097 | 11981684.6036 | 13358558.9253 | -1376874.3217 |
Total P&L (%) | 1011.5954 | 895.374 | 116.2214 | 11981.6846 | 13358.5589 | -1376.8743 |
Avg Daily Profit (%) | 0.556 | 0.4921 | 0.0639 | 0.2638 | 0.2698 | 0 |
Buy And Hold Return (%) | 822.1663 | 822.1663 | 822.1663 | 822.1663 | 822.1663 | 822.1663 |
Max Trade Drawdown | -87972 | -71216 | -90093 | -10968690 | -9614733 | -7409983 |
Profit Factor | 2.2117 | 3.3865 | 1.2528 | 1.2276 | 1.5612 | 0.9523 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 46.0784 | 47.0588 | 45.098 | 46.0784 | 47.0588 | 45.098 |
Ratio Avg Win / Avg Loss | 2.5881 | 3.8098 | 1.5252 | 1.4365 | 1.7563 | 1.1593 |
Largest Winning Trade | 275251 | 275251 | 75540 | 7585912 | 7585912 | 3532410 |
Largest Losing Trade | -46524 | -25126 | -46524 | -3149710 | -3149710 | -3125989 |
Avg Bars in Trades | 105 | 97 | 113 | 105 | 97 | 113 |
Avg Bars in Winners | 144 | 122 | 167 | 144 | 122 | 167 |
Avg Bars in Losers | 72 | 74 | 69 | 72 | 74 | 69 |
Bars Traded | 21534 | 9934 | 11600 | 21534 | 9934 | 11600 |
Profit Streak | 0 | 17.6456 | 0 | 0 | 17.6456 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79265 | -121015 | -274702 | 279630 | 413122 | -581300 |
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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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