Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969006.645 | 917170.8184 | 51835.8267 | 1982805.3106 | 2426226.6182 | -443421.3076 |
Total P&L (%) | 969.0066 | 917.1708 | 51.8358 | 1982.8053 | 2426.2266 | -443.4213 |
Avg Daily Profit (%) | 0.5283 | 0.5 | 0.0283 | 0.1657 | 0.1762 | 0 |
Buy And Hold Return (%) | 526.9851 | 526.9851 | 526.9851 | 526.9851 | 526.9851 | 526.9851 |
Max Trade Drawdown | -152801 | -163926 | -38854 | -4594098 | -4164920 | -1513735 |
Profit Factor | 2.3849 | 2.6213 | 1.3869 | 1.1399 | 1.2182 | 0.8551 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 52.1472 | 54.321 | 50 | 52.1472 | 54.321 | 50 |
Ratio Avg Win / Avg Loss | 2.1885 | 2.2042 | 1.3869 | 1.046 | 1.0244 | 0.8551 |
Largest Winning Trade | 471232 | 471232 | 15569 | 3165598 | 3165598 | 314632 |
Largest Losing Trade | -57541 | -57541 | -12366 | -1858163 | -1858163 | -600118 |
Avg Bars in Trades | 44 | 86 | 3 | 44 | 86 | 3 |
Avg Bars in Winners | 45 | 83 | 4 | 45 | 83 | 4 |
Avg Bars in Losers | 43 | 89 | 2 | 43 | 89 | 2 |
Bars Traded | 7289 | 6994 | 295 | 7289 | 6994 | 295 |
Profit Streak | 27.5259 | 175.7759 | 27.5259 | 27.5259 | 175.7759 | 27.5259 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344423 | -2977 | -323928 | -59235 | -4226 | -584417 |
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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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