Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857051.0094 | 746370.7374 | 110680.272 | 9576793.7279 | 11857148.9786 | -2280355.2506 |
Total P&L (%) | 857.051 | 746.3707 | 110.6803 | 9576.7937 | 11857.149 | -2280.3553 |
Avg Daily Profit (%) | 0.3428 | 0.2985 | 0.0443 | 0.183 | 0.1915 | 0 |
Buy And Hold Return (%) | 857.4997 | 857.4997 | 857.4997 | 857.4997 | 857.4997 | 857.4997 |
Max Trade Drawdown | -71202 | -76652 | -79244 | -7959597 | -3939953 | -6089336 |
Profit Factor | 2.1414 | 2.9956 | 1.2937 | 1.3811 | 2.0354 | 0.8332 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Losing Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Profitability (%) | 48.4375 | 54.1667 | 42.7083 | 48.4375 | 54.1667 | 42.7083 |
Ratio Avg Win / Avg Loss | 2.2796 | 2.5347 | 1.7355 | 1.4703 | 1.7222 | 1.1178 |
Largest Winning Trade | 339803 | 339803 | 49557 | 10165326 | 10165326 | 3241894 |
Largest Losing Trade | -37435 | -37435 | -27517 | -3567118 | -2953321 | -3567118 |
Avg Bars in Trades | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Winners | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Losers | 28 | 40 | 19 | 28 | 40 | 19 |
Bars Traded | 7182 | 4187 | 2995 | 7182 | 4187 | 2995 |
Profit Streak | 74.5933 | 91.26 | 74.5933 | 74.5933 | 91.26 | 74.5933 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150675 | -149574 | -300981 | 368759 | 483703 | -581687 |
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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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