Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920365.3224 | 817429.7092 | 102935.6131 | 7545903.4086 | 12133193.3224 | -4587289.9138 |
Total P&L (%) | 920.3653 | 817.4297 | 102.9356 | 7545.9034 | 12133.1933 | -4587.2899 |
Avg Daily Profit (%) | 0.3681 | 0.327 | 0.0412 | 0.1736 | 0.1925 | 0 |
Buy And Hold Return (%) | 736.8216 | 736.8216 | 736.8216 | 736.8216 | 736.8216 | 736.8216 |
Max Trade Drawdown | -134277 | -73922 | -132898 | -11418776 | -4034394 | -12443161 |
Profit Factor | 2.1705 | 2.9925 | 1.2737 | 1.2037 | 1.7116 | 0.7706 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 48.2456 | 48.2456 | 48.2456 | 48.2456 | 48.2456 | 48.2456 |
Ratio Avg Win / Avg Loss | 2.3283 | 3.2101 | 1.3664 | 1.2912 | 1.8361 | 0.8267 |
Largest Winning Trade | 322192 | 322192 | 47182 | 6321531 | 6321531 | 1953491 |
Largest Losing Trade | -64986 | -23910 | -64986 | -8678397 | -1558221 | -8678397 |
Avg Bars in Trades | 40 | 42 | 38 | 40 | 42 | 38 |
Avg Bars in Winners | 51 | 53 | 48 | 51 | 53 | 48 |
Avg Bars in Losers | 30 | 32 | 29 | 30 | 32 | 29 |
Bars Traded | 9251 | 4841 | 4410 | 9251 | 4841 | 4410 |
Profit Streak | 71.69 | 81.94 | 0 | 71.69 | 81.94 | 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 | -73606 | -116470 | -304695 | 301553 | 419403 | -581711 |
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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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