Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861354.825 | 786688.8495 | 74665.9756 | 4842872.5443 | 5540646.9462 | -697774.402 |
Total P&L (%) | 861.3548 | 786.6888 | 74.666 | 4842.8725 | 5540.6469 | -697.7744 |
Avg Daily Profit (%) | 0.3447 | 0.3148 | 0.0299 | 0.1562 | 0.1615 | 0 |
Buy And Hold Return (%) | 686.4173 | 686.4173 | 686.4173 | 686.4173 | 686.4173 | 686.4173 |
Max Trade Drawdown | -84773 | -71089 | -71384 | -3479605 | -1918453 | -2213780 |
Profit Factor | 2.2305 | 3.1467 | 1.2239 | 1.4927 | 2.0871 | 0.8526 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 96 | 46 | 50 | 96 | 46 | 50 |
Profitability (%) | 40 | 42.5 | 37.5 | 40 | 42.5 | 37.5 |
Ratio Avg Win / Avg Loss | 3.3458 | 4.2574 | 2.0398 | 2.2391 | 2.8237 | 1.4209 |
Largest Winning Trade | 350465 | 350465 | 51068 | 4153382 | 4153382 | 545921 |
Largest Losing Trade | -27823 | -27823 | -24823 | -1352081 | -1352081 | -881611 |
Avg Bars in Trades | 92 | 91 | 92 | 92 | 91 | 92 |
Avg Bars in Winners | 154 | 151 | 158 | 154 | 151 | 158 |
Avg Bars in Losers | 50 | 47 | 53 | 50 | 47 | 53 |
Bars Traded | 14732 | 7340 | 7392 | 14732 | 7340 | 7392 |
Profit Streak | 85.7218 | 85.7218 | 113.8885 | 85.7218 | 85.7218 | 113.8885 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74656 | -127115 | -340986 | 300566 | -10139 | -602077 |
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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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