Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935742.1543 | 795040.333 | 140701.8213 | 2569859.9148 | 12947377.6912 | -10377517.7764 |
Total P&L (%) | 935.7422 | 795.0403 | 140.7018 | 2569.8599 | 12947.3777 | -10377.5178 |
Avg Daily Profit (%) | 0.498 | 0.4231 | 0.0749 | 0.175 | 0.2596 | 0 |
Buy And Hold Return (%) | 298.9939 | 298.9939 | 298.9939 | 298.9939 | 298.9939 | 298.9939 |
Max Trade Drawdown | -297501 | -153349 | -173309 | -148057431 | -83807005 | -109905087 |
Profit Factor | 1.7114 | 2.2963 | 1.2004 | 1.005 | 1.0502 | 0.9587 |
Total Trades | 301 | 150 | 151 | 301 | 150 | 151 |
Winning Trades | 154 | 67 | 87 | 154 | 67 | 87 |
Losing Trades | 147 | 83 | 64 | 147 | 83 | 64 |
Profitability (%) | 51.1628 | 44.6667 | 57.6159 | 51.1628 | 44.6667 | 57.6159 |
Ratio Avg Win / Avg Loss | 1.6336 | 2.8446 | 0.8831 | 0.9594 | 1.3009 | 0.7052 |
Largest Winning Trade | 141876 | 141876 | 34790 | 33850003 | 33850003 | 21596219 |
Largest Losing Trade | -86021 | -34789 | -86021 | -56491615 | -42420945 | -56491615 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 3707 | 1817 | 1889 | 3707 | 1817 | 1889 |
Profit Streak | 38.9105 | 38.9105 | 43.4105 | 38.9105 | 38.9105 | 43.4105 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513533 | 355796 | -258445 | -205386 | -157829 | -578289 |
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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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