Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666360.7996 | 609951.7196 | 56409.08 | 2006717.3927 | 7042742.955 | -5036025.5623 |
Total P&L (%) | 666.3608 | 609.9517 | 56.4091 | 2006.7174 | 7042.743 | -5036.0256 |
Avg Daily Profit (%) | 0.2666 | 0.244 | 0.0226 | 0.122 | 0.1709 | 0 |
Buy And Hold Return (%) | 950.1572 | 950.1572 | 950.1572 | 950.1572 | 950.1572 | 950.1572 |
Max Trade Drawdown | -131577 | -61505 | -148247 | -5695424 | -3085963 | -8525681 |
Profit Factor | 1.7809 | 2.3899 | 1.1361 | 1.0774 | 1.5933 | 0.6417 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Losing Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Profitability (%) | 53.0702 | 52.6316 | 53.5088 | 53.0702 | 52.6316 | 53.5088 |
Ratio Avg Win / Avg Loss | 1.5749 | 2.1509 | 0.9871 | 0.9527 | 1.434 | 0.5576 |
Largest Winning Trade | 199599 | 199599 | 45126 | 4514528 | 4514528 | 954402 |
Largest Losing Trade | -53008 | -36164 | -53008 | -3592025 | -1219653 | -3592025 |
Avg Bars in Trades | 64 | 69 | 60 | 64 | 69 | 60 |
Avg Bars in Winners | 72 | 72 | 72 | 72 | 72 | 72 |
Avg Bars in Losers | 55 | 64 | 46 | 55 | 64 | 46 |
Bars Traded | 14730 | 7866 | 6864 | 14730 | 7866 | 6864 |
Profit Streak | 82.9744 | 86.4744 | 82.9744 | 82.9744 | 86.4744 | 82.9744 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150790 | -151760 | -399800 | -169895 | 385792 | -579612 |
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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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