Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729275.4243 | 694857.5735 | 34417.8508 | 1664088.7772 | 6327586.5337 | -4663497.7564 |
Total P&L (%) | 729.2754 | 694.8576 | 34.4179 | 1664.0888 | 6327.5865 | -4663.4978 |
Avg Daily Profit (%) | 0.2916 | 0.2779 | 0.0138 | 0.1148 | 0.1666 | 0 |
Buy And Hold Return (%) | 774.1683 | 774.1683 | 774.1683 | 774.1683 | 774.1683 | 774.1683 |
Max Trade Drawdown | -169872 | -105878 | -136123 | -8769057 | -3411370 | -6714844 |
Profit Factor | 1.7311 | 2.6223 | 1.0605 | 1.0822 | 1.8308 | 0.6304 |
Total Trades | 238 | 119 | 119 | 238 | 119 | 119 |
Winning Trades | 114 | 61 | 53 | 114 | 61 | 53 |
Losing Trades | 124 | 58 | 66 | 124 | 58 | 66 |
Profitability (%) | 47.8992 | 51.2605 | 44.5378 | 47.8992 | 51.2605 | 44.5378 |
Ratio Avg Win / Avg Loss | 1.883 | 2.4933 | 1.3206 | 1.1772 | 1.7408 | 0.7851 |
Largest Winning Trade | 304731 | 304731 | 55922 | 6981942 | 6981942 | 2141614 |
Largest Losing Trade | -54780 | -38070 | -54780 | -3741078 | -1052062 | -3741078 |
Avg Bars in Trades | 41 | 48 | 33 | 41 | 48 | 33 |
Avg Bars in Winners | 54 | 63 | 43 | 54 | 63 | 43 |
Avg Bars in Losers | 28 | 33 | 25 | 28 | 33 | 25 |
Bars Traded | 9773 | 5784 | 3989 | 9773 | 5784 | 3989 |
Profit Streak | 19.8574 | 25.3574 | 19.8574 | 19.8574 | 25.3574 | 19.8574 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152182 | -151605 | -496047 | -173732 | 420994 | -582584 |
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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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