Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929645.1183 | 816213.8126 | 113431.3057 | 11905828.7375 | 19771201.7941 | -7865373.0567 |
Total P&L (%) | 929.6451 | 816.2138 | 113.4313 | 11905.8287 | 19771.2018 | -7865.3731 |
Avg Daily Profit (%) | 0.3718 | 0.3264 | 0.0454 | 0.1917 | 0.2119 | 0 |
Buy And Hold Return (%) | 851.7574 | 851.7574 | 851.7574 | 851.7574 | 851.7574 | 851.7574 |
Max Trade Drawdown | -94828 | -50952 | -108737 | -13949202 | -6320393 | -15843042 |
Profit Factor | 2.375 | 3.3446 | 1.3458 | 1.231 | 1.7811 | 0.7002 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Profitability (%) | 45.8824 | 45.8824 | 45.8824 | 45.8824 | 45.8824 | 45.8824 |
Ratio Avg Win / Avg Loss | 2.8013 | 3.9449 | 1.5874 | 1.4519 | 2.1008 | 0.8259 |
Largest Winning Trade | 299044 | 299044 | 53196 | 16123831 | 16123831 | 3170028 |
Largest Losing Trade | -38389 | -38389 | -26470 | -5695367 | -2988209 | -5695367 |
Avg Bars in Trades | 42 | 44 | 40 | 42 | 44 | 40 |
Avg Bars in Winners | 61 | 63 | 60 | 61 | 63 | 60 |
Avg Bars in Losers | 26 | 28 | 24 | 26 | 28 | 24 |
Bars Traded | 7234 | 3783 | 3451 | 7234 | 3783 | 3451 |
Profit Streak | 76.5549 | 84.8882 | 76.5549 | 76.5549 | 84.8882 | 76.5549 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123044 | -151634 | -297989 | 283766 | 365296 | -582148 |
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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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