Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1234926.7787 | 1278702.1991 | -43775.4203 | 344548.514 | 2839498.6098 | -2494950.0958 |
Total P&L (%) | 1234.9268 | 1278.7022 | -43.7754 | 344.5485 | 2839.4986 | -2494.9501 |
Avg Daily Profit (%) | 0.6812 | 0.7053 | -0.0241 | 0.0823 | 0.1867 | 0 |
Buy And Hold Return (%) | 578.2609 | 578.2609 | 578.2609 | 578.2609 | 578.2609 | 578.2609 |
Max Trade Drawdown | -237546 | -117189 | -132329 | -6991086 | -3262256 | -3758175 |
Profit Factor | 2.2158 | 3.7127 | 0.9196 | 1.016 | 1.2785 | 0.78 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 116 | 61 | 55 | 116 | 61 | 55 |
Profitability (%) | 38.9474 | 35.7895 | 42.1053 | 38.9474 | 35.7895 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.4734 | 6.6611 | 1.2644 | 1.5926 | 2.2938 | 1.0725 |
Largest Winning Trade | 687912 | 687912 | 67737 | 4837338 | 4837338 | 1061708 |
Largest Losing Trade | -50922 | -33516 | -50922 | -1628353 | -1612092 | -1628353 |
Avg Bars in Trades | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Winners | 77 | 85 | 70 | 77 | 85 | 70 |
Avg Bars in Losers | 42 | 40 | 44 | 42 | 40 | 44 |
Bars Traded | 10641 | 5379 | 5262 | 10641 | 5379 | 5262 |
Profit Streak | 10.9557 | 20.6223 | 10.9557 | 10.9557 | 20.6223 | 10.9557 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311565 | 322509 | -581387 | -452365 | 101006 | -581387 |
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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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