Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1914602.6378 | 1898829.3662 | 15773.2716 | 551489.4183 | 2570620.4385 | -2019131.0202 |
Total P&L (%) | 1914.6026 | 1898.8294 | 15.7733 | 551.4894 | 2570.6204 | -2019.131 |
Avg Daily Profit (%) | 0.846 | 0.839 | 0.007 | 0.0828 | 0.1452 | 0 |
Buy And Hold Return (%) | 360.652 | 360.652 | 360.652 | 360.652 | 360.652 | 360.652 |
Max Trade Drawdown | -240672 | -177981 | -108863 | -11605627 | -8175889 | -5944474 |
Profit Factor | 2.7144 | 4.0395 | 1.0321 | 1.0196 | 1.158 | 0.8288 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 144 | 67 | 77 | 144 | 67 | 77 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 45.4259 | 42.4051 | 48.4277 | 45.4259 | 42.4051 | 48.4277 |
Ratio Avg Win / Avg Loss | 3.261 | 5.4865 | 1.0991 | 1.225 | 1.5728 | 0.8826 |
Largest Winning Trade | 1647441 | 1647441 | 36488 | 6645536 | 6645536 | 2053246 |
Largest Losing Trade | -60443 | -34961 | -60443 | -2841167 | -2681768 | -2841167 |
Avg Bars in Trades | 27 | 36 | 17 | 27 | 36 | 17 |
Avg Bars in Winners | 34 | 45 | 23 | 34 | 45 | 23 |
Avg Bars in Losers | 21 | 30 | 11 | 21 | 30 | 11 |
Bars Traded | 8629 | 5830 | 2799 | 8629 | 5830 | 2799 |
Profit Streak | 4.9012 | 5.1512 | 4.9012 | 4.9012 | 5.1512 | 4.9012 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666185 | 617989 | -533991 | -289629 | -46349 | -580209 |
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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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