Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753640.8103 | 699146.5102 | 54494.3001 | 2776370.1767 | 4720861.1495 | -1944490.9728 |
Total P&L (%) | 753.6408 | 699.1465 | 54.4943 | 2776.3702 | 4720.8611 | -1944.491 |
Avg Daily Profit (%) | 0.3014 | 0.2796 | 0.0218 | 0.1344 | 0.1551 | 0 |
Buy And Hold Return (%) | 723.7973 | 723.7973 | 723.7973 | 723.7973 | 723.7973 | 723.7973 |
Max Trade Drawdown | -152668 | -65198 | -129676 | -4704186 | -1572096 | -4792000 |
Profit Factor | 2.0015 | 3.0454 | 1.1327 | 1.1897 | 1.8421 | 0.7847 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 50.2646 | 50 | 50.5263 | 50.2646 | 50 | 50.5263 |
Ratio Avg Win / Avg Loss | 1.9804 | 3.0454 | 1.1091 | 1.1771 | 1.8421 | 0.7684 |
Largest Winning Trade | 310621 | 310621 | 47606 | 2394315 | 2394315 | 1089283 |
Largest Losing Trade | -58130 | -23263 | -58130 | -3182624 | -557201 | -3182624 |
Avg Bars in Trades | 38 | 39 | 36 | 38 | 39 | 36 |
Avg Bars in Winners | 45 | 45 | 45 | 45 | 45 | 45 |
Avg Bars in Losers | 30 | 34 | 27 | 30 | 34 | 27 |
Bars Traded | 7243 | 3751 | 3492 | 7243 | 3751 | 3492 |
Profit Streak | 83.3545 | 115.3545 | 83.3545 | 83.3545 | 115.3545 | 83.3545 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137808 | -150156 | -403379 | -25000 | 428983 | -580048 |
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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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