Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812453.2971 | 735928.1859 | 76525.1112 | 3369774.508 | 6979978.7021 | -3610204.1942 |
Total P&L (%) | 812.4533 | 735.9282 | 76.5251 | 3369.7745 | 6979.9787 | -3610.2042 |
Avg Daily Profit (%) | 0.325 | 0.2944 | 0.0306 | 0.142 | 0.1705 | 0 |
Buy And Hold Return (%) | 693.7037 | 693.7037 | 693.7037 | 693.7037 | 693.7037 | 693.7037 |
Max Trade Drawdown | -108300 | -92938 | -115123 | -5493094 | -2919437 | -5606056 |
Profit Factor | 1.7944 | 2.5008 | 1.1437 | 1.1432 | 1.686 | 0.7298 |
Total Trades | 297 | 149 | 148 | 297 | 149 | 148 |
Winning Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Losing Trades | 150 | 76 | 74 | 150 | 76 | 74 |
Profitability (%) | 49.4949 | 48.9933 | 50 | 49.4949 | 48.9933 | 50 |
Ratio Avg Win / Avg Loss | 1.831 | 2.6035 | 1.1437 | 1.1665 | 1.7553 | 0.7298 |
Largest Winning Trade | 313247 | 313247 | 60666 | 4547506 | 4547506 | 686645 |
Largest Losing Trade | -52220 | -22215 | -52220 | -2801091 | -811477 | -2801091 |
Avg Bars in Trades | 32 | 35 | 30 | 32 | 35 | 30 |
Avg Bars in Winners | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 9799 | 5240 | 4559 | 9799 | 5240 | 4559 |
Profit Streak | 62.6262 | 79.3762 | 62.6262 | 62.6262 | 79.3762 | 62.6262 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97153 | -132412 | -379373 | -64738 | 424711 | -579966 |
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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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