Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940863.9781 | 803721.5489 | 137142.4292 | 16925969.6273 | 17313465.8934 | -387496.2661 |
Total P&L (%) | 940.864 | 803.7215 | 137.1424 | 16925.9696 | 17313.4659 | -387.4963 |
Avg Daily Profit (%) | 0.3763 | 0.3215 | 0.0549 | 0.2057 | 0.2066 | 0 |
Buy And Hold Return (%) | 737.4674 | 737.4674 | 737.4674 | 737.4674 | 737.4674 | 737.4674 |
Max Trade Drawdown | -62089 | -59088 | -59890 | -4413961 | -2985045 | -5711115 |
Profit Factor | 3.0344 | 4.569 | 1.578 | 1.9838 | 3.3321 | 0.9604 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 49.4845 | 50 | 48.9796 | 49.4845 | 50 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.0976 | 4.569 | 1.6437 | 2.0251 | 3.3321 | 1.0004 |
Largest Winning Trade | 332964 | 332964 | 52670 | 9594850 | 9594850 | 1957761 |
Largest Losing Trade | -56625 | -19861 | -56625 | -4131187 | -1329372 | -4131187 |
Avg Bars in Trades | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Winners | 139 | 136 | 142 | 139 | 136 | 142 |
Avg Bars in Losers | 55 | 55 | 56 | 55 | 55 | 56 |
Bars Traded | 9441 | 4590 | 4851 | 9441 | 4590 | 4851 |
Profit Streak | 155.2694 | 172.0194 | 155.2694 | 155.2694 | 172.0194 | 155.2694 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63190 | -120215 | -281892 | 478637 | 558798 | -578447 |
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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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