Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731053.4836 | 1811381.0668 | -80327.5832 | -18082.5528 | 793245.6462 | -811328.199 |
Total P&L (%) | 1731.0535 | 1811.3811 | -80.3276 | -18.0826 | 793.2456 | -811.3282 |
Avg Daily Profit (%) | 0.9606 | 1.0052 | -0.0446 | -0.0111 | 0.1216 | 0 |
Buy And Hold Return (%) | 197.3607 | 197.3607 | 197.3607 | 197.3607 | 197.3607 | 197.3607 |
Max Trade Drawdown | -376053 | -317798 | -102299 | -14953699 | -13443468 | -2386181 |
Profit Factor | 2.6253 | 3.6362 | 0.7875 | 0.9992 | 1.0486 | 0.8725 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 92 | 37 | 55 | 92 | 37 | 55 |
Losing Trades | 117 | 67 | 50 | 117 | 67 | 50 |
Profitability (%) | 44.0191 | 35.5769 | 52.381 | 44.0191 | 35.5769 | 52.381 |
Ratio Avg Win / Avg Loss | 3.3387 | 6.5846 | 0.7159 | 1.2707 | 1.8988 | 0.7932 |
Largest Winning Trade | 1349898 | 1349898 | 46719 | 8135816 | 8135816 | 1620027 |
Largest Losing Trade | -45077 | -31464 | -45077 | -3256277 | -3256277 | -1518807 |
Avg Bars in Trades | 24 | 35 | 13 | 24 | 35 | 13 |
Avg Bars in Winners | 28 | 52 | 13 | 28 | 52 | 13 |
Avg Bars in Losers | 21 | 27 | 13 | 21 | 27 | 13 |
Bars Traded | 5173 | 3735 | 1437 | 5173 | 3735 | 1437 |
Profit Streak | 15.1101 | 15.1101 | 47.4434 | 15.1101 | 15.1101 | 47.4434 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678487 | 534176 | -579048 | -578576 | -203774 | -579048 |
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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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