Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844869.5258 | 772839.2729 | 72030.2529 | 3224336.6008 | 3888661.5493 | -664324.9485 |
Total P&L (%) | 844.8695 | 772.8393 | 72.0303 | 3224.3366 | 3888.6615 | -664.3249 |
Avg Daily Profit (%) | 0.459 | 0.4199 | 0.0391 | 0.1906 | 0.2005 | 0 |
Buy And Hold Return (%) | 616.7284 | 616.7284 | 616.7284 | 616.7284 | 616.7284 | 616.7284 |
Max Trade Drawdown | -115381 | -89922 | -133242 | -3171518 | -2191421 | -2633907 |
Profit Factor | 1.6824 | 2.2228 | 1.1188 | 1.1827 | 1.4314 | 0.923 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 136 | 67 | 69 | 136 | 67 | 69 |
Losing Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Profitability (%) | 50.7463 | 50 | 51.4925 | 50.7463 | 50 | 51.4925 |
Ratio Avg Win / Avg Loss | 1.6329 | 2.2228 | 1.054 | 1.1479 | 1.4314 | 0.8695 |
Largest Winning Trade | 233807 | 233807 | 43943 | 1174844 | 1174844 | 660542 |
Largest Losing Trade | -43748 | -31416 | -43748 | -1327229 | -1327229 | -1017822 |
Avg Bars in Trades | 13 | 14 | 13 | 13 | 14 | 13 |
Avg Bars in Winners | 15 | 17 | 14 | 15 | 17 | 14 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 3655 | 1905 | 1750 | 3655 | 1905 | 1750 |
Profit Streak | 32.7423 | 65.7423 | 32.7423 | 32.7423 | 65.7423 | 32.7423 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34479 | -71416 | -395385 | -9973 | 357426 | -579964 |
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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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