Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824105.0566 | 736500.3589 | 87604.6977 | 5933172.3585 | 6134957.3887 | -201785.0302 |
Total P&L (%) | 824.1051 | 736.5004 | 87.6047 | 5933.1724 | 6134.9574 | -201.785 |
Avg Daily Profit (%) | 0.3297 | 0.2946 | 0.035 | 0.1642 | 0.1655 | 0 |
Buy And Hold Return (%) | 778.2887 | 778.2887 | 778.2887 | 778.2887 | 778.2887 | 778.2887 |
Max Trade Drawdown | -127672 | -112872 | -62924 | -3861695 | -2828243 | -2261772 |
Profit Factor | 2.1485 | 2.6582 | 1.3204 | 1.426 | 1.6864 | 0.9596 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 45.509 | 42.1687 | 48.8095 | 45.509 | 42.1687 | 48.8095 |
Ratio Avg Win / Avg Loss | 2.5725 | 3.6455 | 1.3848 | 1.7074 | 2.3128 | 1.0064 |
Largest Winning Trade | 190491 | 190491 | 59531 | 2990137 | 2990137 | 702523 |
Largest Losing Trade | -45299 | -45299 | -25938 | -2828243 | -2828243 | -928523 |
Avg Bars in Trades | 87 | 109 | 64 | 87 | 109 | 64 |
Avg Bars in Winners | 115 | 142 | 92 | 115 | 142 | 92 |
Avg Bars in Losers | 63 | 85 | 38 | 63 | 85 | 38 |
Bars Traded | 14530 | 9092 | 5438 | 14530 | 9092 | 5438 |
Profit Streak | 72.5062 | 72.6729 | 72.5062 | 72.5062 | 72.6729 | 72.5062 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134135 | -154680 | -311880 | 352478 | 292255 | -579345 |
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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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