Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438655.3559 | 319434.2202 | 119221.1357 | 378392.4632 | 1439328.2903 | -1060935.8272 |
Total P&L (%) | 438.6554 | 319.4342 | 119.2211 | 378.3925 | 1439.3283 | -1060.9358 |
Avg Daily Profit (%) | 0.2409 | 0.1754 | 0.0655 | 0.086 | 0.1503 | 0 |
Buy And Hold Return (%) | 293.1291 | 293.1291 | 293.1291 | 293.1291 | 293.1291 | 293.1291 |
Max Trade Drawdown | -81120 | -35876 | -116592 | -1092806 | -203038 | -1505840 |
Profit Factor | 1.4625 | 1.9106 | 1.1995 | 1.0796 | 2.1726 | 0.699 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Losing Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Profitability (%) | 57.8313 | 57.6 | 58.0645 | 57.8313 | 57.6 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.0664 | 1.4064 | 0.8663 | 0.7872 | 1.5993 | 0.5049 |
Largest Winning Trade | 40223 | 40223 | 34773 | 247722 | 247722 | 180106 |
Largest Losing Trade | -81120 | -22958 | -81120 | -917140 | -109816 | -917140 |
Avg Bars in Trades | 20 | 13 | 27 | 20 | 13 | 27 |
Avg Bars in Winners | 19 | 12 | 25 | 19 | 12 | 25 |
Avg Bars in Losers | 21 | 13 | 30 | 21 | 13 | 30 |
Bars Traded | 5047 | 1627 | 3420 | 5047 | 1627 | 3420 |
Profit Streak | 15.3173 | 15.3173 | 42.9839 | 15.3173 | 15.3173 | 42.9839 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 50071 | -126307 | -271518 | -284358 | 430458 | -578257 |
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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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