Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464262.7365 | 344522.4257 | 119740.3108 | 1042108.7552 | 1599718.0014 | -557609.2462 |
Total P&L (%) | 464.2627 | 344.5224 | 119.7403 | 1042.1088 | 1599.718 | -557.6092 |
Avg Daily Profit (%) | 0.3761 | 0.2791 | 0.097 | 0.1975 | 0.2298 | 0 |
Buy And Hold Return (%) | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 | 12.5174 |
Max Trade Drawdown | -134295 | -70272 | -97646 | -7222098 | -4958294 | -5199266 |
Profit Factor | 1.4978 | 1.7549 | 1.2514 | 1.0325 | 1.0969 | 0.9641 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 66.5217 | 66.087 | 66.9565 | 66.5217 | 66.087 | 66.9565 |
Ratio Avg Win / Avg Loss | 0.7538 | 0.9006 | 0.6176 | 0.5196 | 0.5629 | 0.4758 |
Largest Winning Trade | 33828 | 33828 | 24052 | 1120471 | 873475 | 1120471 |
Largest Losing Trade | -59431 | -35311 | -59431 | -2455371 | -2451565 | -2455371 |
Avg Bars in Trades | 31 | 35 | 27 | 31 | 35 | 27 |
Avg Bars in Winners | 19 | 19 | 18 | 19 | 19 | 18 |
Avg Bars in Losers | 55 | 66 | 44 | 55 | 66 | 44 |
Bars Traded | 7189 | 4069 | 3120 | 7189 | 4069 | 3120 |
Profit Streak | 14.8734 | 14.8734 | 42.7067 | 14.8734 | 14.8734 | 42.7067 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489156 | 405765 | -61692 | -173545 | -104879 | -577127 |
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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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