Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846837.3225 | 781258.76 | 65578.5625 | 1235938.9554 | 2559860.0905 | -1323921.1351 |
Total P&L (%) | 846.8373 | 781.2588 | 65.5786 | 1235.939 | 2559.8601 | -1323.9211 |
Avg Daily Profit (%) | 0.4535 | 0.4183 | 0.0351 | 0.1389 | 0.1758 | 0 |
Buy And Hold Return (%) | 548.2895 | 548.2895 | 548.2895 | 548.2895 | 548.2895 | 548.2895 |
Max Trade Drawdown | -100888 | -81477 | -184561 | -1726743 | -877370 | -2017622 |
Profit Factor | 1.7499 | 2.5922 | 1.1027 | 1.1099 | 1.5243 | 0.7921 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 57.868 | 52.5253 | 63.2653 | 57.868 | 52.5253 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.274 | 2.343 | 0.6403 | 0.8081 | 1.3777 | 0.4599 |
Largest Winning Trade | 220223 | 220223 | 40143 | 658942 | 658942 | 326204 |
Largest Losing Trade | -66124 | -38625 | -66124 | -1013704 | -461737 | -1013704 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 18 | 21 | 16 | 18 | 21 | 16 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 3662 | 2031 | 1631 | 3662 | 2031 | 1631 |
Profit Streak | 38.0231 | 38.0231 | 139.0231 | 38.0231 | 38.0231 | 139.0231 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208903 | -17878 | -417882 | -110413 | 306652 | -577658 |
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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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