Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805017.7199 | 717600.7818 | 87416.9381 | 3717117.1795 | 5405309.5207 | -1688192.3412 |
Total P&L (%) | 805.0177 | 717.6008 | 87.4169 | 3717.1172 | 5405.3095 | -1688.1923 |
Avg Daily Profit (%) | 0.322 | 0.287 | 0.035 | 0.1458 | 0.1605 | 0 |
Buy And Hold Return (%) | 695.8554 | 695.8554 | 695.8554 | 695.8554 | 695.8554 | 695.8554 |
Max Trade Drawdown | -149536 | -81000 | -97617 | -5630703 | -3041425 | -4893267 |
Profit Factor | 1.9615 | 2.9849 | 1.1838 | 1.2506 | 1.8829 | 0.8062 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 162 | 86 | 76 | 162 | 86 | 76 |
Losing Trades | 134 | 62 | 72 | 134 | 62 | 72 |
Profitability (%) | 54.7297 | 58.1081 | 51.3514 | 54.7297 | 58.1081 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.6225 | 2.1519 | 1.1215 | 1.0344 | 1.3574 | 0.7638 |
Largest Winning Trade | 279860 | 279860 | 45164 | 3472413 | 3472413 | 824321 |
Largest Losing Trade | -61823 | -33447 | -61823 | -2083958 | -2083958 | -2059955 |
Avg Bars in Trades | 33 | 35 | 30 | 33 | 35 | 30 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 24 | 28 | 21 | 24 | 28 | 21 |
Bars Traded | 9782 | 5287 | 4495 | 9782 | 5287 | 4495 |
Profit Streak | 68.4995 | 69.7495 | 68.4995 | 68.4995 | 69.7495 | 68.4995 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101035 | -140125 | -329770 | 136897 | 417956 | -580206 |
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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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