Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015072.7514 | 877540.3078 | 137532.4436 | 15765516.1964 | 21575015.3461 | -5809499.1497 |
Total P&L (%) | 1015.0728 | 877.5403 | 137.5324 | 15765.5162 | 21575.0153 | -5809.4992 |
Avg Daily Profit (%) | 0.406 | 0.351 | 0.055 | 0.2028 | 0.2154 | 0 |
Buy And Hold Return (%) | 839.5395 | 839.5395 | 839.5395 | 839.5395 | 839.5395 | 839.5395 |
Max Trade Drawdown | -75839 | -43640 | -95457 | -9205591 | -3794015 | -13793997 |
Profit Factor | 2.4419 | 3.6762 | 1.3657 | 1.3621 | 2.1593 | 0.767 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 115 | 53 | 62 | 115 | 53 | 62 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 54.7619 | 50.4762 | 59.0476 | 54.7619 | 50.4762 | 59.0476 |
Ratio Avg Win / Avg Loss | 2.0172 | 3.6068 | 0.9472 | 1.1252 | 2.1185 | 0.5319 |
Largest Winning Trade | 336957 | 336957 | 49569 | 13608667 | 13608667 | 2000887 |
Largest Losing Trade | -61611 | -29361 | -61611 | -7162290 | -2390715 | -7162290 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 7226 | 3476 | 3750 | 7226 | 3476 | 3750 |
Profit Streak | 74.6235 | 82.9569 | 74.6235 | 74.6235 | 82.9569 | 74.6235 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83596 | -135198 | -284967 | 403461 | 454381 | -579321 |
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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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