Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851989.4616 | 775225.9854 | 76763.4762 | 4858208.7538 | 6583243.3794 | -1725034.6256 |
Total P&L (%) | 851.9895 | 775.226 | 76.7635 | 4858.2088 | 6583.2434 | -1725.0346 |
Avg Daily Profit (%) | 0.3409 | 0.3102 | 0.0307 | 0.1563 | 0.1683 | 0 |
Buy And Hold Return (%) | 698.2205 | 698.2205 | 698.2205 | 698.2205 | 698.2205 | 698.2205 |
Max Trade Drawdown | -134096 | -82986 | -130002 | -6283317 | -2709893 | -6328450 |
Profit Factor | 1.9358 | 2.6621 | 1.1729 | 1.2005 | 1.5503 | 0.8593 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 118 | 56 | 62 | 118 | 56 | 62 |
Losing Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Profitability (%) | 47.7733 | 45.5285 | 50 | 47.7733 | 45.5285 | 50 |
Ratio Avg Win / Avg Loss | 2.1162 | 3.185 | 1.1729 | 1.3125 | 1.8548 | 0.8593 |
Largest Winning Trade | 192770 | 192770 | 67622 | 3476225 | 3476225 | 1647313 |
Largest Losing Trade | -45887 | -26452 | -45887 | -1417618 | -1021429 | -1417618 |
Avg Bars in Trades | 58 | 65 | 51 | 58 | 65 | 51 |
Avg Bars in Winners | 78 | 85 | 72 | 78 | 85 | 72 |
Avg Bars in Losers | 40 | 48 | 31 | 40 | 48 | 31 |
Bars Traded | 14499 | 8062 | 6436 | 14499 | 8062 | 6436 |
Profit Streak | 78.7081 | 83.3748 | 78.7081 | 78.7081 | 83.3748 | 78.7081 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82953 | -118817 | -347674 | 306083 | 326974 | -580445 |
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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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