Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692448.8826 | 711590.2508 | -19141.3682 | 246632.3597 | 5727922.8247 | -5481290.4651 |
Total P&L (%) | 692.4489 | 711.5903 | -19.1414 | 246.6324 | 5727.9228 | -5481.2905 |
Avg Daily Profit (%) | 0.2934 | 0.3015 | -0.0081 | 0.0527 | 0.1724 | 0 |
Buy And Hold Return (%) | 643.8832 | 643.8832 | 643.8832 | 643.8832 | 643.8832 | 643.8832 |
Max Trade Drawdown | -225476 | -155563 | -191746 | -7069075 | -2312621 | -6309704 |
Profit Factor | 1.4789 | 1.873 | 0.9697 | 1.0148 | 1.7978 | 0.4236 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 150 | 68 | 82 | 150 | 68 | 82 |
Losing Trades | 149 | 81 | 68 | 149 | 81 | 68 |
Profitability (%) | 50.1672 | 45.6376 | 54.6667 | 50.1672 | 45.6376 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.469 | 2.231 | 0.8041 | 1.008 | 2.1415 | 0.3513 |
Largest Winning Trade | 206938 | 206938 | 44376 | 4361644 | 4361644 | 280006 |
Largest Losing Trade | -64211 | -52028 | -64211 | -4666409 | -695638 | -4666409 |
Avg Bars in Trades | 15 | 23 | 7 | 15 | 23 | 7 |
Avg Bars in Winners | 16 | 26 | 8 | 16 | 26 | 8 |
Avg Bars in Losers | 14 | 20 | 6 | 14 | 20 | 6 |
Bars Traded | 4608 | 3475 | 1133 | 4608 | 3475 | 1133 |
Profit Streak | 7.1405 | 0 | 7.6405 | 7.1405 | 0 | 7.6405 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129752 | -122181 | -578987 | -490060 | 346807 | -578987 |
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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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