Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779821.4823 | 695825.6792 | 83995.803 | 3410301.1835 | 14961313.6298 | -11551012.4463 |
Total P&L (%) | 779.8215 | 695.8257 | 83.9958 | 3410.3012 | 14961.3136 | -11551.0124 |
Avg Daily Profit (%) | 0.3119 | 0.2783 | 0.0336 | 0.1424 | 0.2008 | 0 |
Buy And Hold Return (%) | 923.8945 | 923.8945 | 923.8945 | 923.8945 | 923.8945 | 923.8945 |
Max Trade Drawdown | -129951 | -71187 | -166387 | -14944475 | -9244912 | -21988531 |
Profit Factor | 1.717 | 2.3359 | 1.1482 | 1.0425 | 1.4367 | 0.7487 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 173 | 88 | 85 | 173 | 88 | 85 |
Losing Trades | 158 | 78 | 80 | 158 | 78 | 80 |
Profitability (%) | 52.2659 | 53.012 | 51.5152 | 52.2659 | 53.012 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.5681 | 2.0705 | 1.0807 | 0.9521 | 1.2735 | 0.7046 |
Largest Winning Trade | 154633 | 154633 | 61516 | 8198495 | 8198495 | 2838276 |
Largest Losing Trade | -60324 | -34865 | -60324 | -8012946 | -4856455 | -8012946 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 35 | 38 | 32 | 35 | 38 | 32 |
Avg Bars in Losers | 23 | 28 | 18 | 23 | 28 | 18 |
Bars Traded | 9803 | 5543 | 4260 | 9803 | 5543 | 4260 |
Profit Streak | 49.1224 | 49.1224 | 65.6224 | 49.1224 | 49.1224 | 65.6224 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150237 | -151354 | -369137 | -177132 | 368329 | -578610 |
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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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