Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716943.6203 | 658734.9582 | 58208.662 | 2880388.9454 | 7679023.1781 | -4798634.2327 |
Total P&L (%) | 716.9436 | 658.735 | 58.2087 | 2880.3889 | 7679.0232 | -4798.6342 |
Avg Daily Profit (%) | 0.2868 | 0.2635 | 0.0233 | 0.1359 | 0.1743 | 0 |
Buy And Hold Return (%) | 753.7228 | 753.7228 | 753.7228 | 753.7228 | 753.7228 | 753.7228 |
Max Trade Drawdown | -121782 | -90534 | -99678 | -7770302 | -3251272 | -6974716 |
Profit Factor | 1.6047 | 2.027 | 1.107 | 1.1316 | 1.7684 | 0.5964 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 160 | 78 | 82 | 160 | 78 | 82 |
Losing Trades | 185 | 94 | 91 | 185 | 94 | 91 |
Profitability (%) | 46.3768 | 45.3488 | 47.3988 | 46.3768 | 45.3488 | 47.3988 |
Ratio Avg Win / Avg Loss | 1.8554 | 2.4428 | 1.2285 | 1.3084 | 2.1311 | 0.6618 |
Largest Winning Trade | 188025 | 188025 | 48910 | 6063326 | 6063326 | 800692 |
Largest Losing Trade | -42016 | -28919 | -42016 | -3213888 | -1729136 | -3213888 |
Avg Bars in Trades | 28 | 30 | 25 | 28 | 30 | 25 |
Avg Bars in Winners | 35 | 39 | 32 | 35 | 39 | 32 |
Avg Bars in Losers | 21 | 23 | 19 | 21 | 23 | 19 |
Bars Traded | 9691 | 5291 | 4400 | 9691 | 5291 | 4400 |
Profit Streak | 28.4623 | 28.4623 | 71.7123 | 28.4623 | 28.4623 | 71.7123 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151823 | -154268 | -429413 | -87201 | 368940 | -579784 |
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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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