Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928542.0429 | 814281.3983 | 114260.6446 | 9177643.3957 | 12660488.0711 | -3482844.6753 |
Total P&L (%) | 928.542 | 814.2814 | 114.2606 | 9177.6434 | 12660.4881 | -3482.8447 |
Avg Daily Profit (%) | 0.3712 | 0.3255 | 0.0457 | 0.1813 | 0.194 | 0 |
Buy And Hold Return (%) | 691.1286 | 691.1286 | 691.1286 | 691.1286 | 691.1286 | 691.1286 |
Max Trade Drawdown | -125494 | -69768 | -120452 | -9888024 | -4034066 | -11391537 |
Profit Factor | 2.2368 | 3.0801 | 1.318 | 1.2597 | 1.7715 | 0.816 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Profitability (%) | 48.8688 | 50 | 47.7477 | 48.8688 | 50 | 47.7477 |
Ratio Avg Win / Avg Loss | 2.3403 | 3.0801 | 1.4423 | 1.318 | 1.7715 | 0.893 |
Largest Winning Trade | 322030 | 322030 | 46989 | 7116534 | 7116534 | 1721811 |
Largest Losing Trade | -59579 | -26453 | -59579 | -7207843 | -1607434 | -7207843 |
Avg Bars in Trades | 22 | 22 | 21 | 22 | 22 | 21 |
Avg Bars in Winners | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 4864 | 2524 | 2340 | 4864 | 2524 | 2340 |
Profit Streak | 84.803 | 94.803 | 84.803 | 84.803 | 94.803 | 84.803 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43192 | -93970 | -297786 | 348149 | 457952 | -581076 |
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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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