Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1314021.2023 | 1317842.1651 | -3820.9628 | 8755404.0301 | 12611519.2463 | -3856115.2162 |
Total P&L (%) | 1314.0212 | 1317.8422 | -3.821 | 8755.404 | 12611.5192 | -3856.1152 |
Avg Daily Profit (%) | 0.7003 | 0.7024 | -0.002 | 0.2392 | 0.2586 | 0 |
Buy And Hold Return (%) | 5730.3637 | 5730.3637 | 5730.3637 | 5730.3637 | 5730.3637 | 5730.3637 |
Max Trade Drawdown | -63235 | -57595 | -101055 | -4698969 | -1680690 | -5955626 |
Profit Factor | 3.1604 | 6.7689 | 0.9899 | 1.4586 | 3.0444 | 0.7016 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Losing Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Profitability (%) | 51.9553 | 52.2222 | 51.6854 | 51.9553 | 52.2222 | 51.6854 |
Ratio Avg Win / Avg Loss | 2.9225 | 6.1928 | 0.9254 | 1.3488 | 2.7853 | 0.6559 |
Largest Winning Trade | 490166 | 490166 | 64740 | 6096618 | 6096618 | 1839323 |
Largest Losing Trade | -46775 | -46775 | -44643 | -3564327 | -1116912 | -3564327 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 90 | 104 | 76 | 90 | 104 | 76 |
Avg Bars in Losers | 29 | 18 | 41 | 29 | 18 | 41 |
Bars Traded | 10993 | 5717 | 5276 | 10993 | 5717 | 5276 |
Profit Streak | 37.9486 | 38.1153 | 0 | 37.9486 | 38.1153 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145688 | -144398 | -580875 | 40533 | 335654 | -580875 |
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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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