Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945054.4764 | 843728.8684 | 101325.6081 | 8881135.9617 | 9670690.6997 | -789554.738 |
Total P&L (%) | 945.0545 | 843.7289 | 101.3256 | 8881.136 | 9670.6907 | -789.5547 |
Avg Daily Profit (%) | 0.378 | 0.3375 | 0.0405 | 0.1801 | 0.1834 | 0 |
Buy And Hold Return (%) | 692.2796 | 692.2796 | 692.2796 | 692.2796 | 692.2796 | 692.2796 |
Max Trade Drawdown | -94765 | -66776 | -61304 | -8269125 | -5198710 | -3070415 |
Profit Factor | 2.4856 | 3.5452 | 1.3326 | 1.5396 | 2.0335 | 0.8888 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 48.7179 | 51.7241 | 45.7627 | 48.7179 | 51.7241 | 45.7627 |
Ratio Avg Win / Avg Loss | 2.6164 | 3.3088 | 1.5794 | 1.6206 | 1.898 | 1.0534 |
Largest Winning Trade | 343851 | 343851 | 53057 | 7866049 | 7866049 | 1528927 |
Largest Losing Trade | -41432 | -41432 | -33807 | -3492485 | -3492485 | -1784627 |
Avg Bars in Trades | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Winners | 116 | 113 | 120 | 116 | 113 | 120 |
Avg Bars in Losers | 51 | 48 | 54 | 51 | 48 | 54 |
Bars Traded | 9734 | 4749 | 4985 | 9734 | 4749 | 4985 |
Profit Streak | 86.5696 | 92.3196 | 86.5696 | 86.5696 | 92.3196 | 86.5696 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37111 | -261048 | -480919 | 406766 | -167511 | -756881 |
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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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