Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638683.3334 | 622172.9765 | 16510.357 | 2090889.6328 | 6874335.6428 | -4783446.01 |
Total P&L (%) | 638.6833 | 622.173 | 16.5104 | 2090.8896 | 6874.3356 | -4783.446 |
Avg Daily Profit (%) | 0.3512 | 0.3421 | 0.0091 | 0.1699 | 0.2337 | 0 |
Buy And Hold Return (%) | 604.4927 | 604.4927 | 604.4927 | 604.4927 | 604.4927 | 604.4927 |
Max Trade Drawdown | -206967 | -105944 | -192024 | -6749536 | -3259458 | -6610820 |
Profit Factor | 1.7046 | 2.5644 | 1.0325 | 1.0956 | 1.6972 | 0.6021 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Losing Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Profitability (%) | 50.2392 | 54.8077 | 45.7143 | 50.2392 | 54.8077 | 45.7143 |
Ratio Avg Win / Avg Loss | 1.6884 | 2.1145 | 1.226 | 1.0851 | 1.3995 | 0.7149 |
Largest Winning Trade | 136123 | 136123 | 76617 | 3153936 | 3153936 | 1268891 |
Largest Losing Trade | -30923 | -30923 | -30293 | -1389005 | -1183860 | -1389005 |
Avg Bars in Trades | 51 | 42 | 59 | 51 | 42 | 59 |
Avg Bars in Winners | 61 | 52 | 72 | 61 | 52 | 72 |
Avg Bars in Losers | 40 | 30 | 48 | 40 | 30 | 48 |
Bars Traded | 10664 | 4423 | 6241 | 10664 | 4423 | 6241 |
Profit Streak | 4.5628 | 0 | 7.8962 | 4.5628 | 0 | 7.8962 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134190 | -142190 | -532114 | -108900 | 387947 | -581585 |
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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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