Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832379.9781 | 718681.5133 | 113698.4648 | 8420968.9377 | 13013390.8747 | -4592421.937 |
Total P&L (%) | 832.38 | 718.6815 | 113.6985 | 8420.9689 | 13013.3909 | -4592.4219 |
Avg Daily Profit (%) | 0.3329 | 0.2874 | 0.0455 | 0.1779 | 0.1952 | 0 |
Buy And Hold Return (%) | 715.6991 | 715.6991 | 715.6991 | 715.6991 | 715.6991 | 715.6991 |
Max Trade Drawdown | -79046 | -54513 | -127903 | -11792244 | -4555007 | -15260382 |
Profit Factor | 1.8956 | 2.6208 | 1.234 | 1.1573 | 1.5331 | 0.8423 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 161 | 75 | 86 | 161 | 75 | 86 |
Losing Trades | 147 | 79 | 68 | 147 | 79 | 68 |
Profitability (%) | 52.2727 | 48.7013 | 55.8442 | 52.2727 | 48.7013 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.7308 | 2.7605 | 0.9757 | 1.0567 | 1.6149 | 0.666 |
Largest Winning Trade | 168945 | 168945 | 46515 | 4678831 | 3989825 | 4678831 |
Largest Losing Trade | -63512 | -32271 | -63512 | -7680047 | -3416962 | -7680047 |
Avg Bars in Trades | 31 | 28 | 33 | 31 | 28 | 33 |
Avg Bars in Winners | 36 | 34 | 38 | 36 | 34 | 38 |
Avg Bars in Losers | 25 | 22 | 28 | 25 | 22 | 28 |
Bars Traded | 9564 | 4352 | 5212 | 9564 | 4352 | 5212 |
Profit Streak | 74.5169 | 88.7669 | 0 | 74.5169 | 88.7669 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99821 | -149713 | -298928 | -37150 | 417628 | -579768 |
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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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