Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790078.6793 | 733479.4621 | 56599.2172 | 2862068.3369 | 4793052.1582 | -1930983.8212 |
Total P&L (%) | 790.0787 | 733.4795 | 56.5992 | 2862.0683 | 4793.0522 | -1930.9838 |
Avg Daily Profit (%) | 0.3161 | 0.2935 | 0.0226 | 0.1357 | 0.1558 | 0 |
Buy And Hold Return (%) | 734.3479 | 734.3479 | 734.3479 | 734.3479 | 734.3479 | 734.3479 |
Max Trade Drawdown | -89659 | -64927 | -88446 | -3628484 | -1872606 | -3454873 |
Profit Factor | 1.9209 | 2.6505 | 1.1369 | 1.2367 | 1.8153 | 0.6892 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 47.449 | 46.9388 | 47.9592 | 47.449 | 46.9388 | 47.9592 |
Ratio Avg Win / Avg Loss | 2.1275 | 2.9962 | 1.2336 | 1.3697 | 2.0521 | 0.7478 |
Largest Winning Trade | 325319 | 325319 | 47709 | 4135673 | 4135673 | 562290 |
Largest Losing Trade | -52511 | -39726 | -52511 | -1475967 | -831666 | -1475967 |
Avg Bars in Trades | 75 | 77 | 72 | 75 | 77 | 72 |
Avg Bars in Winners | 91 | 93 | 89 | 91 | 93 | 89 |
Avg Bars in Losers | 60 | 64 | 57 | 60 | 64 | 57 |
Bars Traded | 14740 | 7625 | 7116 | 14740 | 7625 | 7116 |
Profit Streak | 26.3341 | 0 | 31.6674 | 26.3341 | 0 | 31.6674 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128913 | -153368 | -398895 | -13528 | 334980 | -581324 |
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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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