Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865653.5788 | 727748.1632 | 137905.4157 | 7122867.5319 | 10162085.3297 | -3039217.7978 |
Total P&L (%) | 865.6536 | 727.7482 | 137.9054 | 7122.8675 | 10162.0853 | -3039.2178 |
Avg Daily Profit (%) | 0.4157 | 0.3494 | 0.0662 | 0.2057 | 0.2226 | 0 |
Buy And Hold Return (%) | 61.9298 | 61.9298 | 61.9298 | 61.9298 | 61.9298 | 61.9298 |
Max Trade Drawdown | -111796 | -86952 | -111513 | -11113678 | -6731025 | -6762453 |
Profit Factor | 1.8467 | 2.5199 | 1.2537 | 1.1077 | 1.3159 | 0.9106 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Profitability (%) | 48.4536 | 50.5155 | 46.3918 | 48.4536 | 50.5155 | 46.3918 |
Ratio Avg Win / Avg Loss | 1.9646 | 2.4684 | 1.4487 | 1.1784 | 1.289 | 1.0522 |
Largest Winning Trade | 104139 | 104139 | 83929 | 4776331 | 4776331 | 3153750 |
Largest Losing Trade | -45385 | -41877 | -45385 | -4323716 | -3317671 | -4323716 |
Avg Bars in Trades | 126 | 108 | 144 | 126 | 108 | 144 |
Avg Bars in Winners | 149 | 118 | 183 | 149 | 118 | 183 |
Avg Bars in Losers | 104 | 98 | 110 | 104 | 98 | 110 |
Bars Traded | 24500 | 10496 | 14004 | 24500 | 10496 | 14004 |
Profit Streak | 8.759 | 8.759 | 16.9257 | 8.759 | 8.759 | 16.9257 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537087 | 524143 | -111217 | -92465 | 318706 | -580238 |
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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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