Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948433.4941 | 863233.7466 | 85199.7475 | 4959953.7364 | 4213797.2356 | 746156.5008 |
Total P&L (%) | 948.4335 | 863.2337 | 85.1997 | 4959.9537 | 4213.7972 | 746.1565 |
Avg Daily Profit (%) | 0.3795 | 0.3454 | 0.0341 | 0.1571 | 0.1507 | 0.0855 |
Buy And Hold Return (%) | 725.3811 | 725.3811 | 725.3811 | 725.3811 | 725.3811 | 725.3811 |
Max Trade Drawdown | -125584 | -69523 | -76045 | -3321711 | -2290236 | -1216935 |
Profit Factor | 2.0724 | 2.6471 | 1.2365 | 1.4864 | 1.6209 | 1.2187 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 101 | 53 | 48 | 101 | 53 | 48 |
Profitability (%) | 45.9893 | 43.0108 | 48.9362 | 45.9893 | 43.0108 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.4338 | 3.5074 | 1.2902 | 1.7456 | 2.1477 | 1.2717 |
Largest Winning Trade | 377826 | 377826 | 36749 | 2754741 | 2754741 | 782427 |
Largest Losing Trade | -45740 | -38326 | -45740 | -1060375 | -1060375 | -716628 |
Avg Bars in Trades | 78 | 85 | 72 | 78 | 85 | 72 |
Avg Bars in Winners | 107 | 115 | 101 | 107 | 115 | 101 |
Avg Bars in Losers | 54 | 62 | 45 | 54 | 62 | 45 |
Bars Traded | 14762 | 7915 | 6847 | 14762 | 7915 | 6847 |
Profit Streak | 18.667 | 0 | 30.0003 | 18.667 | 0 | 30.0003 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56619 | -95348 | -313613 | 355606 | 247230 | -235871 |
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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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