Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 982979.6572 | 860976.231 | 122003.4262 | 12522436.8295 | 12143763.5316 | 378673.2979 |
Total P&L (%) | 982.9797 | 860.9762 | 122.0034 | 12522.4368 | 12143.7635 | 378.6733 |
Avg Daily Profit (%) | 0.3932 | 0.3444 | 0.0488 | 0.1937 | 0.1925 | 0.0627 |
Buy And Hold Return (%) | 728.5818 | 728.5818 | 728.5818 | 728.5818 | 728.5818 | 728.5818 |
Max Trade Drawdown | -147152 | -59130 | -128558 | -17101762 | -7762145 | -13031931 |
Profit Factor | 2.4236 | 3.3775 | 1.3716 | 1.2928 | 1.5232 | 1.0194 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 46.7033 | 43.956 | 49.4505 | 46.7033 | 43.956 | 49.4505 |
Ratio Avg Win / Avg Loss | 2.7658 | 4.3063 | 1.4021 | 1.4753 | 1.942 | 1.042 |
Largest Winning Trade | 328049 | 328049 | 45267 | 8826469 | 8826469 | 5842819 |
Largest Losing Trade | -49522 | -24656 | -49522 | -4547921 | -4143897 | -4547921 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 70 | 68 | 71 | 70 | 68 | 71 |
Avg Bars in Losers | 36 | 38 | 34 | 36 | 38 | 34 |
Bars Traded | 9543 | 4706 | 4837 | 9543 | 4706 | 4837 |
Profit Streak | 72.4605 | 163.9605 | 0 | 72.4605 | 163.9605 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42611 | -94821 | -293519 | 297104 | 332078 | -474795 |
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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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