Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936909.4776 | 831181.6132 | 105727.8644 | 6975905.4555 | 14541360.3034 | -7565454.8479 |
Total P&L (%) | 936.9095 | 831.1816 | 105.7279 | 6975.9055 | 14541.3603 | -7565.4548 |
Avg Daily Profit (%) | 0.3748 | 0.3325 | 0.0423 | 0.1705 | 0.1997 | 0 |
Buy And Hold Return (%) | 734.1172 | 734.1172 | 734.1172 | 734.1172 | 734.1172 | 734.1172 |
Max Trade Drawdown | -98951 | -50477 | -101634 | -10167825 | -3710440 | -10133717 |
Profit Factor | 1.8123 | 2.4797 | 1.1787 | 1.1606 | 1.7841 | 0.6962 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 216 | 104 | 112 | 216 | 104 | 112 |
Losing Trades | 169 | 89 | 80 | 169 | 89 | 80 |
Profitability (%) | 56.1039 | 53.886 | 58.3333 | 56.1039 | 53.886 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4179 | 2.1221 | 0.8419 | 0.908 | 1.5268 | 0.4973 |
Largest Winning Trade | 335355 | 335355 | 41566 | 10855691 | 10855691 | 1274745 |
Largest Losing Trade | -51135 | -23294 | -51135 | -5542565 | -1697107 | -5542565 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 28 | 31 | 26 | 28 | 31 | 26 |
Avg Bars in Losers | 20 | 19 | 21 | 20 | 19 | 21 |
Bars Traded | 9633 | 5016 | 4617 | 9633 | 5016 | 4617 |
Profit Streak | 40.7259 | 40.7259 | 70.7259 | 40.7259 | 40.7259 | 70.7259 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63390 | -108522 | -324607 | -33209 | 491122 | -577541 |
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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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