Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887424.1448 | 778846.8491 | 108577.2957 | 8997686.7284 | 9948530.7314 | -950844.003 |
Total P&L (%) | 887.4241 | 778.8468 | 108.5773 | 8997.6867 | 9948.5307 | -950.844 |
Avg Daily Profit (%) | 0.3549 | 0.3115 | 0.0434 | 0.1806 | 0.1845 | 0 |
Buy And Hold Return (%) | 749.45 | 749.45 | 749.45 | 749.45 | 749.45 | 749.45 |
Max Trade Drawdown | -94653 | -46393 | -84448 | -2592863 | -1228713 | -4057299 |
Profit Factor | 2.4333 | 3.9616 | 1.3049 | 1.5925 | 2.6973 | 0.898 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 78 | 42 | 36 | 78 | 42 | 36 |
Profitability (%) | 51.25 | 47.5 | 55 | 51.25 | 47.5 | 55 |
Ratio Avg Win / Avg Loss | 2.3146 | 4.3787 | 1.0676 | 1.5148 | 2.9812 | 0.7347 |
Largest Winning Trade | 328434 | 328434 | 48281 | 4730573 | 4730573 | 1304683 |
Largest Losing Trade | -51112 | -22230 | -51112 | -2192892 | -654631 | -2192892 |
Avg Bars in Trades | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Winners | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Losers | 34 | 31 | 37 | 34 | 31 | 37 |
Bars Traded | 6893 | 3290 | 3603 | 6893 | 3290 | 3603 |
Profit Streak | 70.5765 | 80.5765 | 0 | 70.5765 | 80.5765 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92945 | -157422 | -319380 | 446857 | -6820 | -599587 |
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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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