Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826523.8669 | 671233.8929 | 155289.974 | 9353794.5571 | 8964073.1377 | 389721.4194 |
Total P&L (%) | 826.5239 | 671.2339 | 155.29 | 9353.7946 | 8964.0731 | 389.7214 |
Avg Daily Profit (%) | 0.4536 | 0.3684 | 0.0852 | 0.25 | 0.2477 | 0.0872 |
Buy And Hold Return (%) | 237.5893 | 237.5893 | 237.5893 | 237.5893 | 237.5893 | 237.5893 |
Max Trade Drawdown | -148676 | -54297 | -105403 | -16642442 | -10947362 | -8224657 |
Profit Factor | 1.9989 | 2.8536 | 1.3337 | 1.1327 | 1.2484 | 1.0113 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 92 | 48 | 44 | 92 | 48 | 44 |
Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 2.1893 | 3.4244 | 1.3337 | 1.2406 | 1.4981 | 1.0113 |
Largest Winning Trade | 118148 | 118148 | 66293 | 5812837 | 5812837 | 3751531 |
Largest Losing Trade | -45970 | -31827 | -45970 | -7823385 | -7823385 | -4678117 |
Avg Bars in Trades | 30 | 28 | 31 | 30 | 28 | 31 |
Avg Bars in Winners | 43 | 41 | 44 | 43 | 41 | 44 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 5320 | 2522 | 2798 | 5320 | 2522 | 2798 |
Profit Streak | 15.0461 | 0 | 20.3794 | 15.0461 | 0 | 20.3794 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429914 | 354579 | -244417 | -65473 | 230573 | -293614 |
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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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