Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810942.7078 | 710047.8182 | 100894.8896 | 6996543.144 | 9226080.1387 | -2229536.9947 |
Total P&L (%) | 810.9427 | 710.0478 | 100.8949 | 6996.5431 | 9226.0801 | -2229.537 |
Avg Daily Profit (%) | 0.3243 | 0.284 | 0.0404 | 0.1706 | 0.1816 | 0 |
Buy And Hold Return (%) | 729.447 | 729.447 | 729.447 | 729.447 | 729.447 | 729.447 |
Max Trade Drawdown | -66024 | -41284 | -77027 | -2764653 | -1223637 | -3297188 |
Profit Factor | 1.9575 | 3.1624 | 1.1946 | 1.4417 | 2.4617 | 0.766 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 171 | 90 | 81 | 171 | 90 | 81 |
Losing Trades | 128 | 60 | 68 | 128 | 60 | 68 |
Profitability (%) | 57.1906 | 60 | 54.3624 | 57.1906 | 60 | 54.3624 |
Ratio Avg Win / Avg Loss | 1.4653 | 2.1082 | 1.0028 | 1.0792 | 1.6411 | 0.6431 |
Largest Winning Trade | 296377 | 296377 | 55650 | 5988707 | 5988707 | 667732 |
Largest Losing Trade | -47955 | -27169 | -47955 | -1321802 | -876852 | -1321802 |
Avg Bars in Trades | 32 | 15 | 50 | 32 | 15 | 50 |
Avg Bars in Winners | 35 | 17 | 55 | 35 | 17 | 55 |
Avg Bars in Losers | 29 | 12 | 44 | 29 | 12 | 44 |
Bars Traded | 9832 | 2302 | 7530 | 9832 | 2302 | 7530 |
Profit Streak | 5.0022 | 51.2522 | 0 | 5.0022 | 51.2522 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116098 | -148610 | -310878 | 430195 | 537841 | -580372 |
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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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