Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 841026.4213 | 784427.2434 | 56599.1779 | 3808175.0623 | 13781463.2874 | -9973288.2252 |
Total P&L (%) | 841.0264 | 784.4272 | 56.5992 | 3808.1751 | 13781.4633 | -9973.2882 |
Avg Daily Profit (%) | 0.3364 | 0.3138 | 0.0226 | 0.1467 | 0.1975 | 0 |
Buy And Hold Return (%) | 771.2623 | 771.2623 | 771.2623 | 771.2623 | 771.2623 | 771.2623 |
Max Trade Drawdown | -128785 | -71952 | -179549 | -14096144 | -5553846 | -17009867 |
Profit Factor | 1.979 | 3.224 | 1.1118 | 1.0729 | 1.6549 | 0.6806 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Losing Trades | 114 | 55 | 59 | 114 | 55 | 59 |
Profitability (%) | 41.5385 | 43.299 | 39.7959 | 41.5385 | 43.299 | 39.7959 |
Ratio Avg Win / Avg Loss | 2.7853 | 4.2219 | 1.6819 | 1.5099 | 2.1671 | 1.0297 |
Largest Winning Trade | 180911 | 180911 | 63231 | 4911660 | 4911660 | 3134881 |
Largest Losing Trade | -55516 | -39423 | -55516 | -8568559 | -4253035 | -8568559 |
Avg Bars in Trades | 49 | 51 | 48 | 49 | 51 | 48 |
Avg Bars in Winners | 73 | 67 | 80 | 73 | 67 | 80 |
Avg Bars in Losers | 32 | 39 | 26 | 32 | 39 | 26 |
Bars Traded | 9738 | 5032 | 4706 | 9738 | 5032 | 4706 |
Profit Streak | 67.9469 | 173.1969 | 67.9469 | 67.9469 | 173.1969 | 67.9469 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125972 | -146785 | -428558 | -138709 | 347777 | -582813 |
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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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