Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1405673.242 | 1369404.2123 | 36269.0297 | 2727843.2298 | 5426852.6997 | -2699009.4699 |
Total P&L (%) | 1405.6732 | 1369.4042 | 36.269 | 2727.8432 | 5426.8527 | -2699.0095 |
Avg Daily Profit (%) | 0.7697 | 0.7498 | 0.0199 | 0.1832 | 0.2199 | 0 |
Buy And Hold Return (%) | 751.4276 | 751.4276 | 751.4276 | 751.4276 | 751.4276 | 751.4276 |
Max Trade Drawdown | -152685 | -70581 | -100754 | -3685988 | -2341215 | -3398244 |
Profit Factor | 3.322 | 5.968 | 1.11 | 1.1834 | 1.8119 | 0.6704 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 40.4255 | 36.1702 | 44.6809 | 40.4255 | 36.1702 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.8955 | 10.5317 | 1.3743 | 1.744 | 3.1975 | 0.8301 |
Largest Winning Trade | 845434 | 845434 | 73168 | 3945952 | 3945952 | 1496237 |
Largest Losing Trade | -36507 | -23966 | -36507 | -1167724 | -806675 | -1167724 |
Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Winners | 126 | 125 | 127 | 126 | 125 | 127 |
Avg Bars in Losers | 39 | 35 | 45 | 39 | 35 | 45 |
Bars Traded | 7029 | 3179 | 3850 | 7029 | 3179 | 3850 |
Profit Streak | 24.1861 | 99.9361 | 24.1861 | 24.1861 | 99.9361 | 24.1861 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326309 | 317895 | -433080 | -14773 | 263039 | -582220 |
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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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