Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 858355.6573 | 835020.6677 | 23334.9896 | 1244966.1399 | 5781130.2151 | -4536164.0752 |
Total P&L (%) | 858.3557 | 835.0207 | 23.335 | 1244.9661 | 5781.1302 | -4536.1641 |
Avg Daily Profit (%) | 0.4696 | 0.4568 | 0.0128 | 0.1423 | 0.2231 | 0 |
Buy And Hold Return (%) | 792.7468 | 792.7468 | 792.7468 | 792.7468 | 792.7468 | 792.7468 |
Max Trade Drawdown | -151861 | -141842 | -127365 | -11801400 | -8751773 | -7037023 |
Profit Factor | 1.6452 | 2.1787 | 1.0375 | 1.0274 | 1.2427 | 0.7906 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 163 | 78 | 85 | 163 | 78 | 85 |
Losing Trades | 135 | 71 | 64 | 135 | 71 | 64 |
Profitability (%) | 54.698 | 52.349 | 57.047 | 54.698 | 52.349 | 57.047 |
Ratio Avg Win / Avg Loss | 1.3626 | 1.9832 | 0.7812 | 0.8509 | 1.1311 | 0.5952 |
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 | 3627 | 2237 | 1390 | 3627 | 2237 | 1390 |
Profit Streak | 12.7627 | 47.7627 | 0 | 12.7627 | 47.7627 | 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 | -124626 | -132969 | -521458 | -201467 | 353125 | -579746 |
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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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