Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980593.9064 | 845824.1445 | 134769.7618 | 14797492.7923 | 19039271.684 | -4241778.8917 |
Total P&L (%) | 980.5939 | 845.8241 | 134.7698 | 14797.4928 | 19039.2717 | -4241.7789 |
Avg Daily Profit (%) | 0.3922 | 0.3383 | 0.0539 | 0.2003 | 0.2104 | 0 |
Buy And Hold Return (%) | 479.5384 | 479.5384 | 479.5384 | 479.5384 | 479.5384 | 479.5384 |
Max Trade Drawdown | -105957 | -64190 | -82866 | -16954484 | -10294682 | -10731918 |
Profit Factor | 2.2997 | 3.0321 | 1.3984 | 1.3184 | 1.7248 | 0.7901 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 45.4023 | 42.5287 | 48.2759 | 45.4023 | 42.5287 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.7654 | 4.0974 | 1.4983 | 1.5854 | 2.3309 | 0.8465 |
Largest Winning Trade | 314592 | 314592 | 56840 | 16021591 | 16021591 | 2968616 |
Largest Losing Trade | -26511 | -26511 | -26313 | -5595591 | -5595591 | -4582217 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 4956 | 2562 | 2394 | 4956 | 2562 | 2394 |
Profit Streak | 24.7566 | 0 | 33.2566 | 24.7566 | 0 | 33.2566 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266890 | 129557 | -286209 | 334529 | 304063 | -580951 |
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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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