Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348726.299 | 323872.5857 | 24853.7133 | 17643.6255 | -2782531.3537 | 2800174.9792 |
Total P&L (%) | 348.7263 | 323.8726 | 24.8537 | 17.6436 | -2782.5314 | 2800.175 |
Avg Daily Profit (%) | 0.1859 | 0.1726 | 0.0132 | 0.0087 | 0 | 0.1797 |
Buy And Hold Return (%) | 68.0769 | 68.0769 | 68.0769 | 68.0769 | 68.0769 | 68.0769 |
Max Trade Drawdown | -326285 | -202679 | -171697 | -11335574 | -11490392 | -1492996 |
Profit Factor | 1.3159 | 1.6757 | 1.0398 | 1.0007 | 0.8239 | 1.3242 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 153 | 75 | 78 | 153 | 75 | 78 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 57.7358 | 56.8182 | 58.6466 | 57.7358 | 56.8182 | 58.6466 |
Ratio Avg Win / Avg Loss | 0.9633 | 1.2736 | 0.7332 | 0.7326 | 0.6261 | 0.9337 |
Largest Winning Trade | 74689 | 74689 | 27051 | 1766577 | 1766577 | 1072740 |
Largest Losing Trade | -64248 | -53999 | -64248 | -4938830 | -4938830 | -1162455 |
Avg Bars in Trades | 13 | 20 | 6 | 13 | 20 | 6 |
Avg Bars in Winners | 8 | 10 | 6 | 8 | 10 | 6 |
Avg Bars in Losers | 19 | 32 | 6 | 19 | 32 | 6 |
Bars Traded | 3473 | 2660 | 813 | 3473 | 2660 | 813 |
Profit Streak | 45.801 | 0 | 51.801 | 45.801 | 0 | 51.801 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287537 | 318930 | -517153 | -565210 | -579820 | 310100 |
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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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