Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732616.2237 | 664602.0259 | 68014.1978 | 2742679.2608 | 4172780.5468 | -1430101.286 |
Total P&L (%) | 732.6162 | 664.602 | 68.0142 | 2742.6793 | 4172.7805 | -1430.1013 |
Avg Daily Profit (%) | 0.2931 | 0.2659 | 0.0272 | 0.134 | 0.1503 | 0 |
Buy And Hold Return (%) | 926.5037 | 926.5037 | 926.5037 | 926.5037 | 926.5037 | 926.5037 |
Max Trade Drawdown | -117817 | -64308 | -133736 | -2987520 | -1576991 | -4078434 |
Profit Factor | 1.7001 | 2.3299 | 1.1244 | 1.1832 | 1.6087 | 0.8237 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 185 | 90 | 95 | 185 | 90 | 95 |
Losing Trades | 173 | 89 | 84 | 173 | 89 | 84 |
Profitability (%) | 51.676 | 50.2793 | 53.0726 | 51.676 | 50.2793 | 53.0726 |
Ratio Avg Win / Avg Loss | 1.5898 | 2.304 | 0.9942 | 1.1065 | 1.5908 | 0.7284 |
Largest Winning Trade | 241976 | 241976 | 45544 | 2200328 | 2200328 | 463999 |
Largest Losing Trade | -60021 | -24869 | -60021 | -2331764 | -616034 | -2331764 |
Avg Bars in Trades | 41 | 42 | 39 | 41 | 42 | 39 |
Avg Bars in Winners | 47 | 51 | 43 | 47 | 51 | 43 |
Avg Bars in Losers | 34 | 33 | 34 | 34 | 33 | 34 |
Bars Traded | 14725 | 7644 | 7080 | 14725 | 7644 | 7080 |
Profit Streak | 39.7723 | 91.2723 | 39.7723 | 39.7723 | 91.2723 | 39.7723 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150646 | -150919 | -406333 | -32753 | 385374 | -579450 |
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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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