Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 952226.1241 | 841800.7056 | 110425.4185 | 9042386.792 | 10102254.2051 | -1059867.4131 |
Total P&L (%) | 952.2261 | 841.8007 | 110.4254 | 9042.3868 | 10102.2542 | -1059.8674 |
Avg Daily Profit (%) | 0.3809 | 0.3367 | 0.0442 | 0.1808 | 0.1852 | 0 |
Buy And Hold Return (%) | 681.7009 | 681.7009 | 681.7009 | 681.7009 | 681.7009 | 681.7009 |
Max Trade Drawdown | -90319 | -79029 | -51141 | -13686878 | -7104333 | -6582544 |
Profit Factor | 2.4118 | 3.0191 | 1.4288 | 1.3401 | 1.6524 | 0.9045 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Losing Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Profitability (%) | 51.9337 | 52.2222 | 51.6484 | 51.9337 | 52.2222 | 51.6484 |
Ratio Avg Win / Avg Loss | 2.2322 | 2.7622 | 1.3376 | 1.2403 | 1.5118 | 0.8468 |
Largest Winning Trade | 325060 | 325060 | 36453 | 10152625 | 10152625 | 4093191 |
Largest Losing Trade | -34295 | -34295 | -21652 | -5685822 | -5685822 | -2412554 |
Avg Bars in Trades | 53 | 66 | 39 | 53 | 66 | 39 |
Avg Bars in Winners | 68 | 84 | 52 | 68 | 84 | 52 |
Avg Bars in Losers | 36 | 47 | 26 | 36 | 47 | 26 |
Bars Traded | 9628 | 5997 | 3630 | 9628 | 5997 | 3630 |
Profit Streak | 24.3427 | 0 | 75.0927 | 24.3427 | 0 | 75.0927 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26395 | -77764 | -297957 | 358019 | 396530 | -579910 |
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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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