Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798316.8664 | 718689.5557 | 79627.3107 | 4855129.6373 | 9635469.4428 | -4780339.8055 |
Total P&L (%) | 798.3169 | 718.6896 | 79.6273 | 4855.1296 | 9635.4694 | -4780.3398 |
Avg Daily Profit (%) | 0.3193 | 0.2874 | 0.0318 | 0.1562 | 0.1833 | 0 |
Buy And Hold Return (%) | 631.8927 | 631.8927 | 631.8927 | 631.8927 | 631.8927 | 631.8927 |
Max Trade Drawdown | -99798 | -60586 | -125400 | -6625033 | -3352591 | -9051052 |
Profit Factor | 1.7686 | 2.3701 | 1.1549 | 1.1454 | 1.5981 | 0.7234 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 58.2329 | 60.8 | 55.6452 | 58.2329 | 60.8 | 55.6452 |
Ratio Avg Win / Avg Loss | 1.2685 | 1.5281 | 0.9206 | 0.8215 | 1.0304 | 0.5766 |
Largest Winning Trade | 163131 | 163131 | 60275 | 4950499 | 4950499 | 1074924 |
Largest Losing Trade | -41915 | -41915 | -37414 | -2953200 | -1374038 | -2953200 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 31 | 31 | 31 | 31 | 31 | 31 |
Avg Bars in Losers | 27 | 32 | 23 | 27 | 32 | 23 |
Bars Traded | 7412 | 3941 | 3471 | 7412 | 3941 | 3471 |
Profit Streak | 20.8125 | 20.8125 | 63.8125 | 20.8125 | 20.8125 | 63.8125 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68835 | -108013 | -365759 | -50897 | 415110 | -578606 |
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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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