Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1891818.1934 | 1863116.2183 | 28701.9751 | -175864.0634 | 6201902.9735 | -6377767.0369 |
Total P&L (%) | 1891.8182 | 1863.1162 | 28.702 | -175.8641 | 6201.903 | -6377.767 |
Avg Daily Profit (%) | 1.0539 | 1.0379 | 0.016 | 0 | 0.2311 | 0 |
Buy And Hold Return (%) | 269.6042 | 269.6042 | 269.6042 | 269.6042 | 269.6042 | 269.6042 |
Max Trade Drawdown | -190406 | -113593 | -145670 | -7037484 | -834494 | -7065249 |
Profit Factor | 3.3004 | 6.1028 | 1.0628 | 0.9793 | 6.6215 | 0.1377 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 105 | 50 | 55 | 124 | 63 | 61 |
Losing Trades | 121 | 63 | 58 | 102 | 50 | 52 |
Profitability (%) | 46.4602 | 44.2478 | 48.6726 | 54.8673 | 55.7522 | 53.9823 |
Ratio Avg Win / Avg Loss | 3.8034 | 7.6895 | 1.1207 | 0.8056 | 5.2551 | 0.1174 |
Largest Winning Trade | 1176023 | 1176023 | 66935 | 5848571 | 5848571 | 494142 |
Largest Losing Trade | -102090 | -31597 | -102090 | -7023520 | -834494 | -7023520 |
Avg Bars in Trades | 23 | 20 | 25 | 23 | 20 | 25 |
Avg Bars in Winners | 34 | 28 | 39 | 17 | 21 | 12 |
Avg Bars in Losers | 13 | 14 | 12 | 29 | 19 | 39 |
Bars Traded | 5203 | 2334 | 2869 | 5203 | 2334 | 2869 |
Profit Streak | 12.4992 | 12.4992 | 44.4992 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 751086 | 728786 | -487815 | -578686 | 633659 | -580237 |
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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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