Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097526.1711 | 941154.8833 | 156371.2877 | 29348593.6838 | 31132885.4356 | -1784291.7517 |
Total P&L (%) | 1097.5262 | 941.1549 | 156.3713 | 29348.5937 | 31132.8854 | -1784.2918 |
Avg Daily Profit (%) | 0.6043 | 0.5182 | 0.0861 | 0.3135 | 0.3168 | 0 |
Buy And Hold Return (%) | 749.0566 | 749.0566 | 749.0566 | 749.0566 | 749.0566 | 749.0566 |
Max Trade Drawdown | -85219 | -63279 | -52859 | -22682538 | -10248183 | -16423836 |
Profit Factor | 2.4498 | 3.7212 | 1.3803 | 1.2677 | 1.6724 | 0.9718 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 96 | 49 | 47 | 96 | 49 | 47 |
Profitability (%) | 45.4545 | 44.3182 | 46.5909 | 45.4545 | 44.3182 | 46.5909 |
Ratio Avg Win / Avg Loss | 2.9397 | 4.6753 | 1.5823 | 1.5213 | 2.1012 | 1.114 |
Largest Winning Trade | 275427 | 275427 | 74953 | 15269801 | 15269801 | 8301228 |
Largest Losing Trade | -33364 | -33364 | -30515 | -7019506 | -4320732 | -7019506 |
Avg Bars in Trades | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Winners | 91 | 83 | 98 | 91 | 83 | 98 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 10775 | 4954 | 5820 | 10775 | 4954 | 5820 |
Profit Streak | 4.2122 | 5.8789 | 4.2122 | 4.2122 | 5.8789 | 4.2122 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4817 | -69734 | -243304 | 362612 | 390478 | -580315 |
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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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