Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878406.9307 | 760249.6624 | 118157.2683 | 10470118.5548 | 16927910.2294 | -6457791.6747 |
Total P&L (%) | 878.4069 | 760.2497 | 118.1573 | 10470.1186 | 16927.9102 | -6457.7917 |
Avg Daily Profit (%) | 0.3514 | 0.3041 | 0.0473 | 0.1866 | 0.2057 | 0 |
Buy And Hold Return (%) | 819.8964 | 819.8964 | 819.8964 | 819.8964 | 819.8964 | 819.8964 |
Max Trade Drawdown | -123125 | -100715 | -73843 | -7592975 | -3426888 | -9405559 |
Profit Factor | 2.2435 | 3.2513 | 1.3205 | 1.4257 | 3.1414 | 0.6131 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 50.8475 | 48.3146 | 53.4091 | 50.8475 | 48.3146 | 53.4091 |
Ratio Avg Win / Avg Loss | 2.1688 | 3.4782 | 1.1519 | 1.3781 | 3.3606 | 0.5349 |
Largest Winning Trade | 150302 | 150302 | 59007 | 6278129 | 6278129 | 1885939 |
Largest Losing Trade | -61468 | -25557 | -61468 | -7213751 | -1438049 | -7213751 |
Avg Bars in Trades | 54 | 65 | 42 | 54 | 65 | 42 |
Avg Bars in Winners | 59 | 71 | 49 | 59 | 71 | 49 |
Avg Bars in Losers | 48 | 59 | 35 | 48 | 59 | 35 |
Bars Traded | 9572 | 5815 | 3757 | 9572 | 5815 | 3757 |
Profit Streak | 73.0919 | 98.0919 | 73.0919 | 73.0919 | 98.0919 | 73.0919 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127562 | -150648 | -294676 | 402715 | 506747 | -580097 |
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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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