Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963619.2373 | 846156.1576 | 117463.0798 | 11525351.8717 | 14190236.9021 | -2664885.0304 |
Total P&L (%) | 963.6192 | 846.1562 | 117.4631 | 11525.3519 | 14190.2369 | -2664.885 |
Avg Daily Profit (%) | 0.3853 | 0.3384 | 0.047 | 0.1904 | 0.1986 | 0 |
Buy And Hold Return (%) | 937.0679 | 937.0679 | 937.0679 | 937.0679 | 937.0679 | 937.0679 |
Max Trade Drawdown | -99176 | -43432 | -105692 | -5422158 | -1788079 | -8588169 |
Profit Factor | 2.5712 | 4.2639 | 1.3318 | 1.4986 | 2.7403 | 0.8219 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Profitability (%) | 50.9554 | 47.4359 | 54.4304 | 50.9554 | 47.4359 | 54.4304 |
Ratio Avg Win / Avg Loss | 2.4748 | 4.7249 | 1.115 | 1.4424 | 3.0365 | 0.6881 |
Largest Winning Trade | 335018 | 335018 | 50801 | 6937959 | 6937959 | 1257895 |
Largest Losing Trade | -60601 | -26500 | -60601 | -4540950 | -1000607 | -4540950 |
Avg Bars in Trades | 46 | 44 | 47 | 46 | 44 | 47 |
Avg Bars in Winners | 57 | 59 | 56 | 57 | 59 | 56 |
Avg Bars in Losers | 33 | 31 | 36 | 33 | 31 | 36 |
Bars Traded | 7231 | 3467 | 3764 | 7231 | 3467 | 3764 |
Profit Streak | 116.0646 | 116.0646 | 184.0646 | 116.0646 | 116.0646 | 184.0646 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140139 | -184193 | -320674 | 415855 | -21636 | -605777 |
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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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