Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982822.7718 | 871987.8152 | 110834.9567 | 6267541.4296 | 5144565.5461 | 1122975.8835 |
Total P&L (%) | 982.8228 | 871.9878 | 110.835 | 6267.5414 | 5144.5655 | 1122.9759 |
Avg Daily Profit (%) | 0.3932 | 0.3489 | 0.0443 | 0.1663 | 0.1586 | 0.1002 |
Buy And Hold Return (%) | 718.9927 | 718.9927 | 718.9927 | 718.9927 | 718.9927 | 718.9927 |
Max Trade Drawdown | -103849 | -96875 | -75618 | -4080528 | -2367250 | -1840575 |
Profit Factor | 2.2648 | 3.1506 | 1.2982 | 1.7717 | 2.0485 | 1.3493 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 51.7949 | 50.5155 | 53.0612 | 51.7949 | 50.5155 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.1078 | 3.0863 | 1.1485 | 1.6489 | 2.0067 | 1.1936 |
Largest Winning Trade | 379869 | 379869 | 44098 | 3423638 | 3423638 | 1024857 |
Largest Losing Trade | -64342 | -33463 | -64342 | -2249712 | -2249712 | -998081 |
Avg Bars in Trades | 74 | 85 | 64 | 74 | 85 | 64 |
Avg Bars in Winners | 93 | 103 | 83 | 93 | 103 | 83 |
Avg Bars in Losers | 54 | 66 | 42 | 54 | 66 | 42 |
Bars Traded | 14577 | 8298 | 6279 | 14577 | 8298 | 6279 |
Profit Streak | 26.8955 | 0 | 36.5621 | 26.8955 | 0 | 36.5621 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35822 | -84473 | -298735 | 464561 | 408554 | -67523 |
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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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