Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816559.1826 | 732403.8947 | 84155.2879 | 4162888.5251 | 7969630.0809 | -3806741.5559 |
Total P&L (%) | 816.5592 | 732.4039 | 84.1553 | 4162.8885 | 7969.6301 | -3806.7416 |
Avg Daily Profit (%) | 0.4499 | 0.4035 | 0.0464 | 0.207 | 0.2422 | 0 |
Buy And Hold Return (%) | 801.0059 | 801.0059 | 801.0059 | 801.0059 | 801.0059 | 801.0059 |
Max Trade Drawdown | -138834 | -101880 | -100843 | -8452438 | -6665368 | -5070717 |
Profit Factor | 1.8779 | 2.6577 | 1.1723 | 1.1071 | 1.4223 | 0.8098 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 111 | 52 | 59 | 111 | 52 | 59 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 49.115 | 46.0177 | 52.2124 | 49.115 | 46.0177 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.9456 | 3.1177 | 1.073 | 1.1469 | 1.6685 | 0.7412 |
Largest Winning Trade | 223995 | 223995 | 67305 | 4628760 | 4628760 | 1749115 |
Largest Losing Trade | -41183 | -21578 | -41183 | -2728003 | -2728003 | -1968046 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 21 | 19 | 22 | 21 | 19 | 22 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 3579 | 1651 | 1928 | 3579 | 1651 | 1928 |
Profit Streak | 16.9952 | 22.4952 | 16.9952 | 16.9952 | 22.4952 | 16.9952 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143814 | -151907 | -326845 | -93692 | 337105 | -579896 |
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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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