Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875066.6007 | 835020.6677 | 40045.933 | 1469722.6702 | 5781130.2151 | -4311407.5449 |
Total P&L (%) | 875.0666 | 835.0207 | 40.0459 | 1469.7227 | 5781.1302 | -4311.4075 |
Avg Daily Profit (%) | 0.4764 | 0.4546 | 0.0218 | 0.15 | 0.222 | 0 |
Buy And Hold Return (%) | 695.8994 | 695.8994 | 695.8994 | 695.8994 | 695.8994 | 695.8994 |
Max Trade Drawdown | -151861 | -141842 | -127365 | -11801400 | -8751773 | -7037023 |
Profit Factor | 1.6577 | 2.1787 | 1.0644 | 1.0323 | 1.2427 | 0.8009 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 164 | 78 | 86 | 164 | 78 | 86 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 54.8495 | 52.349 | 57.3333 | 54.8495 | 52.349 | 57.3333 |
Ratio Avg Win / Avg Loss | 1.3646 | 1.9832 | 0.7921 | 0.8498 | 1.1311 | 0.596 |
Largest Winning Trade | 323159 | 323159 | 40207 | 4099418 | 4099418 | 1259259 |
Largest Losing Trade | -41701 | -41701 | -31258 | -3000036 | -3000036 | -2909840 |
Avg Bars in Trades | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Winners | 11 | 13 | 9 | 11 | 13 | 9 |
Avg Bars in Losers | 13 | 16 | 9 | 13 | 16 | 9 |
Bars Traded | 3632 | 2237 | 1395 | 3632 | 2237 | 1395 |
Profit Streak | 21.9034 | 56.9034 | 21.9034 | 21.9034 | 56.9034 | 21.9034 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69733 | -87400 | -478882 | -181663 | 352144 | -578769 |
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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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