Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861599.9342 | 780448.9654 | 81150.9688 | 4326993.6329 | 6363700.6773 | -2036707.0443 |
Total P&L (%) | 861.5999 | 780.449 | 81.151 | 4326.9936 | 6363.7007 | -2036.707 |
Avg Daily Profit (%) | 0.3447 | 0.3123 | 0.0325 | 0.1518 | 0.1669 | 0 |
Buy And Hold Return (%) | 816.5368 | 816.5368 | 816.5368 | 816.5368 | 816.5368 | 816.5368 |
Max Trade Drawdown | -100788 | -54770 | -104124 | -3871428 | -1205567 | -4439769 |
Profit Factor | 1.9866 | 2.8027 | 1.1843 | 1.2505 | 1.8231 | 0.7866 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 155 | 72 | 83 | 155 | 72 | 83 |
Losing Trades | 161 | 86 | 75 | 161 | 86 | 75 |
Profitability (%) | 49.0506 | 45.5696 | 52.5316 | 49.0506 | 45.5696 | 52.5316 |
Ratio Avg Win / Avg Loss | 2.0635 | 3.3476 | 1.0701 | 1.2989 | 2.1776 | 0.7108 |
Largest Winning Trade | 330631 | 330631 | 44709 | 3329468 | 3329468 | 887578 |
Largest Losing Trade | -63804 | -24450 | -63804 | -2940156 | -695002 | -2940156 |
Avg Bars in Trades | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Winners | 63 | 65 | 61 | 63 | 65 | 61 |
Avg Bars in Losers | 30 | 26 | 35 | 30 | 26 | 35 |
Bars Traded | 14725 | 6923 | 7802 | 14725 | 6923 | 7802 |
Profit Streak | 36.2602 | 0 | 40.0935 | 36.2602 | 0 | 40.0935 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133732 | -152881 | -331537 | 291588 | 351482 | -579189 |
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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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