Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 938571.316 | 803471.1259 | 135100.1901 | 13839119.1291 | 16499840.7653 | -2660721.6361 |
Total P&L (%) | 938.5713 | 803.4711 | 135.1002 | 13839.1191 | 16499.8408 | -2660.7216 |
Avg Daily Profit (%) | 0.3756 | 0.3215 | 0.0541 | 0.1978 | 0.2048 | 0 |
Buy And Hold Return (%) | 982.246 | 982.246 | 982.246 | 982.246 | 982.246 | 982.246 |
Max Trade Drawdown | -69087 | -50705 | -76364 | -5901008 | -3902879 | -6869213 |
Profit Factor | 2.2973 | 3.5465 | 1.3312 | 1.386 | 2.0498 | 0.8679 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 45.8537 | 44.6602 | 47.0588 | 45.8537 | 44.6602 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.7128 | 4.3945 | 1.4976 | 1.6366 | 2.54 | 0.9763 |
Largest Winning Trade | 306625 | 306625 | 40753 | 10516505 | 10516505 | 1585865 |
Largest Losing Trade | -28007 | -22708 | -28007 | -2644343 | -2644343 | -2046508 |
Avg Bars in Trades | 71 | 71 | 71 | 71 | 71 | 71 |
Avg Bars in Winners | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Losers | 55 | 53 | 56 | 55 | 53 | 56 |
Bars Traded | 14700 | 7406 | 7294 | 14700 | 7406 | 7294 |
Profit Streak | 20.4184 | 20.4184 | 33.9184 | 20.4184 | 20.4184 | 33.9184 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151344 | -151774 | -286664 | 369363 | 366205 | -581210 |
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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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