Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785377.3246 | 727576.1265 | 57801.1981 | 3105029.1956 | 7404080.803 | -4299051.6074 |
Total P&L (%) | 785.3773 | 727.5761 | 57.8012 | 3105.0292 | 7404.0808 | -4299.0516 |
Avg Daily Profit (%) | 0.3142 | 0.291 | 0.0231 | 0.1388 | 0.1729 | 0 |
Buy And Hold Return (%) | 758.1007 | 758.1007 | 758.1007 | 758.1007 | 758.1007 | 758.1007 |
Max Trade Drawdown | -184090 | -116541 | -103660 | -5352982 | -2769993 | -6272577 |
Profit Factor | 1.8625 | 2.6405 | 1.1237 | 1.1638 | 1.9537 | 0.616 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Losing Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Profitability (%) | 52.8302 | 57.5472 | 48.1132 | 52.8302 | 57.5472 | 48.1132 |
Ratio Avg Win / Avg Loss | 1.6629 | 1.9479 | 1.2119 | 1.0391 | 1.4413 | 0.6643 |
Largest Winning Trade | 181290 | 181290 | 61507 | 4615712 | 4615712 | 1454766 |
Largest Losing Trade | -58367 | -45499 | -58367 | -4180166 | -1176174 | -4180166 |
Avg Bars in Trades | 44 | 53 | 35 | 44 | 53 | 35 |
Avg Bars in Winners | 59 | 68 | 48 | 59 | 68 | 48 |
Avg Bars in Losers | 27 | 32 | 23 | 27 | 32 | 23 |
Bars Traded | 9445 | 5646 | 3799 | 9445 | 5646 | 3799 |
Profit Streak | 19.1371 | 21.1371 | 0 | 19.1371 | 21.1371 | 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 | -140000 | -150667 | -413173 | -47808 | 419893 | -581783 |
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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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