Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763661.898 | 703708.624 | 59953.274 | 3233006.0881 | 4311694.272 | -1078688.1839 |
Total P&L (%) | 763.6619 | 703.7086 | 59.9533 | 3233.0061 | 4311.6943 | -1078.6882 |
Avg Daily Profit (%) | 0.3055 | 0.2815 | 0.024 | 0.1404 | 0.1516 | 0 |
Buy And Hold Return (%) | 906.0734 | 906.0734 | 906.0734 | 906.0734 | 906.0734 | 906.0734 |
Max Trade Drawdown | -83720 | -67670 | -98553 | -1601011 | -949912 | -2273486 |
Profit Factor | 1.9783 | 3.0392 | 1.1377 | 1.3205 | 1.9827 | 0.8107 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Losing Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Profitability (%) | 49.4208 | 49.2308 | 49.6124 | 49.4208 | 49.2308 | 49.6124 |
Ratio Avg Win / Avg Loss | 2.0246 | 3.1342 | 1.1554 | 1.3515 | 2.0447 | 0.8234 |
Largest Winning Trade | 257229 | 257229 | 49981 | 2086275 | 2086275 | 542957 |
Largest Losing Trade | -53196 | -30241 | -53196 | -1200356 | -492718 | -1200356 |
Avg Bars in Trades | 37 | 40 | 33 | 37 | 40 | 33 |
Avg Bars in Winners | 46 | 48 | 45 | 46 | 48 | 45 |
Avg Bars in Losers | 27 | 33 | 22 | 27 | 33 | 22 |
Bars Traded | 9662 | 5308 | 4354 | 9662 | 5308 | 4354 |
Profit Streak | 0.6452 | 19.3952 | 0 | 0.6452 | 19.3952 | 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 | -155258 | -151188 | -396084 | -9822 | 356133 | -581140 |
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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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