Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 728068.2865 | 743296.5587 | -15228.2722 | 650426.4826 | 6074832.3106 | -5424405.8281 |
Total P&L (%) | 728.0683 | 743.2966 | -15.2283 | 650.4265 | 6074.8323 | -5424.4058 |
Avg Daily Profit (%) | 0.3993 | 0.4077 | -0.0084 | 0.1106 | 0.2264 | 0 |
Buy And Hold Return (%) | 748.7327 | 748.7327 | 748.7327 | 748.7327 | 748.7327 | 748.7327 |
Max Trade Drawdown | -256083 | -149388 | -142348 | -9724290 | -7705589 | -6329979 |
Profit Factor | 1.5593 | 2.1454 | 0.9767 | 1.0178 | 1.3415 | 0.7094 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 132 | 67 | 65 | 132 | 67 | 65 |
Losing Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Profitability (%) | 49.8113 | 50.3759 | 49.2424 | 49.8113 | 50.3759 | 49.2424 |
Ratio Avg Win / Avg Loss | 1.5711 | 2.1133 | 1.0067 | 1.0256 | 1.3215 | 0.7313 |
Largest Winning Trade | 271944 | 271944 | 32797 | 4190694 | 4190694 | 1398925 |
Largest Losing Trade | -34077 | -34077 | -31642 | -2641274 | -2641274 | -2407509 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 22 | 23 | 21 | 22 | 23 | 21 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 5463 | 2792 | 2671 | 5463 | 2792 | 2671 |
Profit Streak | 8.1577 | 17.1577 | 0 | 8.1577 | 17.1577 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150992 | -150281 | -579332 | -409341 | 367344 | -580998 |
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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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