Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264053.6387 | 176646.2691 | 87407.3696 | 25471.3918 | 2492169.2283 | -2466697.8365 |
Total P&L (%) | 264.0536 | 176.6463 | 87.4074 | 25.4714 | 2492.1692 | -2466.6978 |
Avg Daily Profit (%) | 0.1459 | 0.0976 | 0.0483 | 0.0125 | 0.18 | 0 |
Buy And Hold Return (%) | 298.3222 | 298.3222 | 298.3222 | 298.3222 | 298.3222 | 298.3222 |
Max Trade Drawdown | -187911 | -49175 | -197646 | -4995094 | -788030 | -6198605 |
Profit Factor | 1.5959 | 2.0215 | 1.3235 | 1.0025 | 2.0117 | 0.6865 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 218 | 107 | 111 | 218 | 107 | 111 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 89.3443 | 87.7049 | 90.9836 | 89.3443 | 87.7049 | 90.9836 |
Ratio Avg Win / Avg Loss | 0.1903 | 0.2834 | 0.1312 | 0.1196 | 0.282 | 0.068 |
Largest Winning Trade | 19620 | 19620 | 19081 | 474867 | 474867 | 373815 |
Largest Losing Trade | -91309 | -44054 | -91309 | -2538922 | -681872 | -2538922 |
Avg Bars in Trades | 40 | 41 | 39 | 40 | 41 | 39 |
Avg Bars in Winners | 12 | 9 | 14 | 12 | 9 | 14 |
Avg Bars in Losers | 278 | 263 | 297 | 278 | 263 | 297 |
Bars Traded | 9855 | 5023 | 4832 | 9855 | 5023 | 4832 |
Profit Streak | 12.8774 | 146.7108 | 12.8774 | 12.8774 | 146.7108 | 12.8774 |
Trades During Streak | 8 | 8 | 4 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155790 | -221202 | -289063 | -553297 | 543715 | -574206 |
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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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