Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069470.0877 | 1024277.2927 | 45192.795 | -3482.0064 | 3417231.3658 | -3420713.3722 |
Total P&L (%) | 1069.4701 | 1024.2773 | 45.1928 | -3.482 | 3417.2314 | -3420.7134 |
Avg Daily Profit (%) | 0.5779 | 0.5535 | 0.0244 | -0.0019 | 0.1926 | 0 |
Buy And Hold Return (%) | 195.0279 | 195.0279 | 195.0279 | 195.0279 | 195.0279 | 195.0279 |
Max Trade Drawdown | -162619 | -117874 | -96423 | -4805585 | -2588626 | -4869154 |
Profit Factor | 2.1197 | 3.0565 | 1.0989 | 0.9997 | 1.9395 | 0.5013 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 82 | 34 | 48 | 82 | 34 | 48 |
Losing Trades | 91 | 52 | 39 | 91 | 52 | 39 |
Profitability (%) | 47.3988 | 39.5349 | 55.1724 | 47.3988 | 39.5349 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.3524 | 4.6747 | 0.8928 | 1.1094 | 2.9663 | 0.4073 |
Largest Winning Trade | 614792 | 614792 | 50477 | 3282192 | 3282192 | 1371479 |
Largest Losing Trade | -96423 | -32666 | -96423 | -4579835 | -935712 | -4579835 |
Avg Bars in Trades | 126 | 143 | 109 | 126 | 143 | 109 |
Avg Bars in Winners | 171 | 240 | 122 | 171 | 240 | 122 |
Avg Bars in Losers | 85 | 79 | 92 | 85 | 79 | 92 |
Bars Traded | 21821 | 12333 | 9488 | 21821 | 12333 | 9488 |
Profit Streak | 3.7037 | 0 | 32.787 | 3.7037 | 0 | 32.787 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492798 | 408209 | -438102 | -579710 | 261501 | -579433 |
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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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