Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878772.4485 | 835849.4992 | 42922.9493 | 1006096.4915 | 5046032.3943 | -4039935.9027 |
Total P&L (%) | 878.7724 | 835.8495 | 42.9229 | 1006.0965 | 5046.0324 | -4039.9359 |
Avg Daily Profit (%) | 0.4683 | 0.4454 | 0.0229 | 0.1282 | 0.2102 | 0 |
Buy And Hold Return (%) | 317.746 | 317.746 | 317.746 | 317.746 | 317.746 | 317.746 |
Max Trade Drawdown | -161457 | -163148 | -85697 | -10552171 | -8604407 | -7796669 |
Profit Factor | 1.7945 | 2.3663 | 1.0868 | 1.028 | 1.2652 | 0.7609 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 118 | 60 | 58 | 118 | 60 | 58 |
Losing Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Profitability (%) | 53.6364 | 54.5455 | 52.7273 | 53.6364 | 54.5455 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.5512 | 1.9719 | 0.9744 | 0.8886 | 1.0543 | 0.6822 |
Largest Winning Trade | 236797 | 236797 | 36826 | 7974830 | 7974830 | 1006210 |
Largest Losing Trade | -56548 | -39306 | -56548 | -6414074 | -2350368 | -6414074 |
Avg Bars in Trades | 100 | 96 | 104 | 100 | 96 | 104 |
Avg Bars in Winners | 113 | 114 | 113 | 113 | 114 | 113 |
Avg Bars in Losers | 85 | 75 | 95 | 85 | 75 | 95 |
Bars Traded | 22169 | 10666 | 11503 | 22169 | 10666 | 11503 |
Profit Streak | 11.4675 | 11.4675 | 20.5508 | 11.4675 | 11.4675 | 20.5508 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490004 | 454354 | -453611 | -212665 | 338904 | -579626 |
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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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