Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855691.9917 | 816301.1621 | 39390.8296 | 1249580.4667 | 5569058.0616 | -4319477.5948 |
Total P&L (%) | 855.692 | 816.3012 | 39.3908 | 1249.5805 | 5569.0581 | -4319.4776 |
Avg Daily Profit (%) | 0.4721 | 0.4504 | 0.0217 | 0.1437 | 0.223 | 0 |
Buy And Hold Return (%) | 541.0983 | 541.0983 | 541.0983 | 541.0983 | 541.0983 | 541.0983 |
Max Trade Drawdown | -151861 | -141842 | -127365 | -11801400 | -8751773 | -7037023 |
Profit Factor | 1.651 | 2.1523 | 1.065 | 1.0276 | 1.2338 | 0.7986 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 162 | 77 | 85 | 162 | 77 | 85 |
Losing Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Profitability (%) | 54.7297 | 52.027 | 57.4324 | 54.7297 | 52.027 | 57.4324 |
Ratio Avg Win / Avg Loss | 1.3657 | 1.9846 | 0.7894 | 0.85 | 1.1376 | 0.5919 |
Largest Winning Trade | 323159 | 323159 | 40207 | 4099418 | 4099418 | 1259259 |
Largest Losing Trade | -41701 | -41701 | -31258 | -3000036 | -3000036 | -2909840 |
Avg Bars in Trades | 12 | 14 | 9 | 12 | 14 | 9 |
Avg Bars in Winners | 11 | 13 | 9 | 11 | 13 | 9 |
Avg Bars in Losers | 13 | 16 | 9 | 13 | 16 | 9 |
Bars Traded | 3587 | 2213 | 1374 | 3587 | 2213 | 1374 |
Profit Streak | 28.8387 | 32.3387 | 28.8387 | 28.8387 | 32.3387 | 28.8387 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237738 | 197356 | -478673 | -193561 | 334391 | -579158 |
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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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