Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1756553.6304 | 1752098.5018 | 4455.1286 | 504090.2896 | 2213700.3564 | -1709610.0668 |
Total P&L (%) | 1756.5536 | 1752.0985 | 4.4551 | 504.0903 | 2213.7004 | -1709.6101 |
Avg Daily Profit (%) | 0.7765 | 0.7745 | 0.002 | 0.0795 | 0.139 | 0 |
Buy And Hold Return (%) | 275.8065 | 275.8065 | 275.8065 | 275.8065 | 275.8065 | 275.8065 |
Max Trade Drawdown | -118646 | -109621 | -99266 | -3806742 | -1683487 | -2513543 |
Profit Factor | 2.961 | 5.0342 | 1.0097 | 1.0368 | 1.3734 | 0.7796 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 42.5121 | 37.5 | 47.5728 | 42.5121 | 37.5 | 47.5728 |
Ratio Avg Win / Avg Loss | 4.004 | 8.3903 | 1.1127 | 1.4021 | 2.2891 | 0.8592 |
Largest Winning Trade | 1278277 | 1278277 | 50107 | 3472520 | 3472520 | 1248134 |
Largest Losing Trade | -59445 | -32338 | -59445 | -2065401 | -554148 | -2065401 |
Avg Bars in Trades | 62 | 59 | 65 | 62 | 59 | 65 |
Avg Bars in Winners | 97 | 105 | 91 | 97 | 105 | 91 |
Avg Bars in Losers | 36 | 32 | 41 | 36 | 32 | 41 |
Bars Traded | 12996 | 6238 | 6758 | 12996 | 6238 | 6758 |
Profit Streak | 11.0681 | 11.2347 | 11.0681 | 11.0681 | 11.2347 | 11.0681 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644290 | 586451 | -566449 | -274689 | -9505 | -581361 |
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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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