Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624718.6641 | 572830.7514 | 51887.9126 | 2823464.7781 | 3623660.4993 | -800195.7212 |
Total P&L (%) | 624.7187 | 572.8308 | 51.8879 | 2823.4648 | 3623.6605 | -800.1957 |
Avg Daily Profit (%) | 0.5997 | 0.5499 | 0.0498 | 0.3246 | 0.3479 | 0 |
Buy And Hold Return (%) | 484.5224 | 484.5224 | 484.5224 | 484.5224 | 484.5224 | 484.5224 |
Max Trade Drawdown | -102044 | -82271 | -54166 | -5052721 | -3836916 | -2644609 |
Profit Factor | 2.5003 | 3.0674 | 1.3724 | 1.2528 | 1.5069 | 0.801 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 88 | 43 | 45 | 88 | 43 | 45 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 54.6584 | 53.75 | 55.5556 | 54.6584 | 53.75 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0741 | 2.6394 | 1.098 | 1.0393 | 1.2967 | 0.6408 |
Largest Winning Trade | 292371 | 292371 | 25005 | 1409685 | 1409685 | 884089 |
Largest Losing Trade | -19640 | -19640 | -18224 | -1288811 | -1288811 | -1065709 |
Avg Bars in Trades | 151 | 268 | 35 | 151 | 268 | 35 |
Avg Bars in Winners | 200 | 375 | 33 | 200 | 375 | 33 |
Avg Bars in Losers | 92 | 145 | 37 | 92 | 145 | 37 |
Bars Traded | 24350 | 21502 | 2848 | 24350 | 21502 | 2848 |
Profit Streak | 32.4751 | 75.8918 | 32.4751 | 32.4751 | 75.8918 | 32.4751 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57094 | -109786 | -302338 | 380159 | -6950 | -591475 |
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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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