Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760109.4514 | 667743.8517 | 92365.5997 | 5483986.8469 | 11223546.0879 | -5739559.241 |
Total P&L (%) | 760.1095 | 667.7439 | 92.3656 | 5483.9868 | 11223.5461 | -5739.5592 |
Avg Daily Profit (%) | 0.304 | 0.267 | 0.0369 | 0.161 | 0.1893 | 0 |
Buy And Hold Return (%) | 823.8259 | 823.8259 | 823.8259 | 823.8259 | 823.8259 | 823.8259 |
Max Trade Drawdown | -103276 | -74024 | -86740 | -10822582 | -4086302 | -7479067 |
Profit Factor | 1.8489 | 2.443 | 1.2135 | 1.2787 | 2.3356 | 0.491 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Losing Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Profitability (%) | 51.4045 | 51.6854 | 51.1236 | 51.4045 | 51.6854 | 51.1236 |
Ratio Avg Win / Avg Loss | 1.7479 | 2.2837 | 1.1602 | 1.2088 | 2.1833 | 0.4694 |
Largest Winning Trade | 224305 | 224305 | 49531 | 8498389 | 8498389 | 518600 |
Largest Losing Trade | -48730 | -40801 | -48730 | -4776807 | -1480355 | -4776807 |
Avg Bars in Trades | 13 | 15 | 11 | 13 | 15 | 11 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 4847 | 2719 | 2128 | 4847 | 2719 | 2128 |
Profit Streak | 10.9802 | 10.9802 | 59.4802 | 10.9802 | 10.9802 | 59.4802 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149927 | -150997 | -307999 | 390390 | 500725 | -579000 |
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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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