Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258620.3307 | 353027.2115 | -94406.8808 | 10160745.6811 | 6543070.6063 | 3617675.0748 |
Total P&L (%) | 258.6203 | 353.0272 | -94.4069 | 10160.7457 | 6543.0706 | 3617.6751 |
Avg Daily Profit (%) | 0.2079 | 0.2837 | -0.0759 | 0.3729 | 0.3378 | 0.291 |
Buy And Hold Return (%) | 12.6498 | 12.6498 | 12.6498 | 12.6498 | 12.6498 | 12.6498 |
Max Trade Drawdown | -338289 | -64607 | -354420 | -3745324 | -4280788 | -4410084 |
Profit Factor | 1.2987 | 2.6695 | 0.8557 | 1.6503 | 2.0112 | 1.3953 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 94 | 44 | 50 | 94 | 45 | 49 |
Losing Trades | 42 | 24 | 18 | 42 | 23 | 19 |
Profitability (%) | 69.1176 | 64.7059 | 73.5294 | 69.1176 | 66.1765 | 72.0588 |
Ratio Avg Win / Avg Loss | 0.5803 | 1.4561 | 0.3081 | 0.7374 | 1.0279 | 0.541 |
Largest Winning Trade | 48591 | 48591 | 40515 | 1637637 | 1637637 | 1345984 |
Largest Losing Trade | -286605 | -38812 | -286605 | -3379135 | -2819658 | -3379135 |
Avg Bars in Trades | 52 | 57 | 48 | 52 | 57 | 48 |
Avg Bars in Winners | 39 | 44 | 36 | 44 | 50 | 39 |
Avg Bars in Losers | 81 | 81 | 81 | 70 | 71 | 70 |
Bars Traded | 7165 | 3901 | 3264 | 7165 | 3901 | 3264 |
Profit Streak | 45.0214 | 95.6881 | 45.0214 | 45.0214 | 95.6881 | 45.0214 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377278 | -93475 | -685920 | 512839 | -93675 | -97518 |
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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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