Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698841.5371 | 667807.0074 | 31034.5297 | 6036409.573 | -2773087.3707 | 8809496.9437 |
Total P&L (%) | 698.8415 | 667.807 | 31.0345 | 6036.4096 | -2773.0874 | 8809.4969 |
Avg Daily Profit (%) | 0.4104 | 0.3921 | 0.0182 | 0.242 | 0 | 0.264 |
Buy And Hold Return (%) | 2298.2301 | 2298.2301 | 2298.2301 | 2298.2301 | 2298.2301 | 2298.2301 |
Max Trade Drawdown | -106215 | -103227 | -33366 | -33586532 | -33167544 | -2163819 |
Profit Factor | 1.9323 | 2.1456 | 1.1862 | 1.0647 | 0.9669 | 1.9114 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 220 | 120 | 100 | 220 | 120 | 100 |
Losing Trades | 81 | 30 | 51 | 81 | 30 | 51 |
Profitability (%) | 73.0897 | 80 | 66.2252 | 73.0897 | 80 | 66.2252 |
Ratio Avg Win / Avg Loss | 0.7114 | 0.5364 | 0.605 | 0.392 | 0.2417 | 0.9748 |
Largest Winning Trade | 69663 | 69663 | 7494 | 4649185 | 4649185 | 1318887 |
Largest Losing Trade | -71250 | -71250 | -24999 | -20059187 | -20059187 | -1179338 |
Avg Bars in Trades | 67 | 131 | 3 | 67 | 131 | 3 |
Avg Bars in Winners | 30 | 54 | 2 | 30 | 54 | 2 |
Avg Bars in Losers | 166 | 438 | 6 | 166 | 438 | 6 |
Bars Traded | 20191 | 19654 | 537 | 20191 | 19654 | 537 |
Profit Streak | 402.9557 | 406.289 | 402.9557 | 402.9557 | 406.289 | 402.9557 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149520 | -149057 | -348464 | -140590 | -575040 | 369648 |
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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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