Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971925.9291 | 842137.1302 | 129788.799 | 12862602.0022 | 19195733.1868 | -6333131.1846 |
Total P&L (%) | 971.9259 | 842.1371 | 129.7888 | 12862.602 | 19195.7332 | -6333.1312 |
Avg Daily Profit (%) | 0.3887 | 0.3368 | 0.0519 | 0.1948 | 0.2107 | 0 |
Buy And Hold Return (%) | 724.7656 | 724.7656 | 724.7656 | 724.7656 | 724.7656 | 724.7656 |
Max Trade Drawdown | -81176 | -54299 | -103794 | -9896712 | -2586216 | -14637224 |
Profit Factor | 2.6009 | 3.9573 | 1.4027 | 1.3889 | 2.5996 | 0.6994 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Profitability (%) | 48.0663 | 44.4444 | 51.6484 | 48.0663 | 44.4444 | 51.6484 |
Ratio Avg Win / Avg Loss | 2.8102 | 4.9466 | 1.3131 | 1.5007 | 3.2495 | 0.6548 |
Largest Winning Trade | 325888 | 325888 | 50660 | 11281379 | 11281379 | 1894252 |
Largest Losing Trade | -64327 | -18959 | -64327 | -8165467 | -1075819 | -8165467 |
Avg Bars in Trades | 52 | 49 | 54 | 52 | 49 | 54 |
Avg Bars in Winners | 72 | 79 | 66 | 72 | 79 | 66 |
Avg Bars in Losers | 33 | 26 | 41 | 33 | 26 | 41 |
Bars Traded | 9444 | 4486 | 4958 | 9444 | 4486 | 4958 |
Profit Streak | 78.8159 | 87.8159 | 78.8159 | 78.8159 | 87.8159 | 78.8159 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43912 | -101073 | -288199 | 392065 | 402146 | -580317 |
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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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