Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663227.0127 | 608193.2905 | 55033.7222 | 595588.7527 | 1203643.7381 | -608054.9854 |
Total P&L (%) | 663.227 | 608.1933 | 55.0337 | 595.5888 | 1203.6437 | -608.055 |
Avg Daily Profit (%) | 0.3617 | 0.3317 | 0.03 | 0.1058 | 0.1401 | 0 |
Buy And Hold Return (%) | 213.4259 | 213.4259 | 213.4259 | 213.4259 | 213.4259 | 213.4259 |
Max Trade Drawdown | -151570 | -82799 | -111793 | -780011 | -366778 | -720135 |
Profit Factor | 1.9653 | 3.6318 | 1.1207 | 1.1688 | 2.0879 | 0.7489 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 57.1429 | 58.3333 | 55.9322 | 57.1429 | 58.3333 | 55.9322 |
Ratio Avg Win / Avg Loss | 1.4739 | 2.5941 | 0.883 | 0.8766 | 1.4914 | 0.59 |
Largest Winning Trade | 413770 | 413770 | 45106 | 568486 | 568486 | 199901 |
Largest Losing Trade | -58652 | -35473 | -58652 | -631315 | -275745 | -631315 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 59 | 48 | 70 | 59 | 48 | 70 |
Avg Bars in Losers | 57 | 51 | 63 | 57 | 51 | 63 |
Bars Traded | 6989 | 2989 | 4000 | 6989 | 2989 | 4000 |
Profit Streak | 27.8947 | 27.8947 | 68.6447 | 27.8947 | 27.8947 | 68.6447 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406026 | -154849 | -582947 | -88816 | -171163 | -755720 |
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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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