Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608786.8706 | 575465.476 | 33321.3947 | 679047.4304 | 2178581.2883 | -1499533.8579 |
Total P&L (%) | 608.7869 | 575.4655 | 33.3214 | 679.0474 | 2178.5813 | -1499.5339 |
Avg Daily Profit (%) | 0.3369 | 0.3185 | 0.0184 | 0.1137 | 0.1732 | 0 |
Buy And Hold Return (%) | 208.9701 | 208.9701 | 208.9701 | 208.9701 | 208.9701 | 208.9701 |
Max Trade Drawdown | -145258 | -98474 | -112739 | -4219035 | -2651157 | -3143317 |
Profit Factor | 1.8352 | 2.5389 | 1.0939 | 1.0543 | 1.3433 | 0.7561 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Profitability (%) | 47.0588 | 48.5294 | 45.5882 | 47.0588 | 48.5294 | 45.5882 |
Ratio Avg Win / Avg Loss | 2.0646 | 2.6928 | 1.3056 | 1.1861 | 1.4247 | 0.9025 |
Largest Winning Trade | 235468 | 235468 | 63744 | 2201136 | 2201136 | 882306 |
Largest Losing Trade | -32654 | -32654 | -29332 | -1103418 | -1103418 | -1081007 |
Avg Bars in Trades | 25 | 24 | 26 | 25 | 24 | 26 |
Avg Bars in Winners | 33 | 32 | 35 | 33 | 32 | 35 |
Avg Bars in Losers | 18 | 16 | 19 | 18 | 16 | 19 |
Bars Traded | 3470 | 1639 | 1831 | 3470 | 1639 | 1831 |
Profit Streak | 0 | 34.5082 | 0 | 0 | 34.5082 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323857 | -98198 | -562169 | -204967 | -100602 | -691674 |
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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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