Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908632.7918 | 838703.8659 | 69928.9259 | 4131589.215 | 6297125.2097 | -2165535.9947 |
Total P&L (%) | 908.6328 | 838.7039 | 69.9289 | 4131.5892 | 6297.1252 | -2165.536 |
Avg Daily Profit (%) | 0.3634 | 0.3354 | 0.028 | 0.1499 | 0.1665 | 0 |
Buy And Hold Return (%) | 868.749 | 868.749 | 868.749 | 868.749 | 868.749 | 868.749 |
Max Trade Drawdown | -156065 | -102197 | -58722 | -3735730 | -1145605 | -3100985 |
Profit Factor | 1.8659 | 2.5689 | 1.1358 | 1.3817 | 2.4599 | 0.6673 |
Total Trades | 339 | 170 | 169 | 339 | 170 | 169 |
Winning Trades | 172 | 83 | 89 | 172 | 83 | 89 |
Losing Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Profitability (%) | 50.7375 | 48.8235 | 52.6627 | 50.7375 | 48.8235 | 52.6627 |
Ratio Avg Win / Avg Loss | 1.8116 | 2.6927 | 1.021 | 1.3416 | 2.5785 | 0.5999 |
Largest Winning Trade | 349188 | 349188 | 49579 | 5150224 | 5150224 | 439560 |
Largest Losing Trade | -45303 | -26326 | -45303 | -2389495 | -969564 | -2389495 |
Avg Bars in Trades | 21 | 26 | 16 | 21 | 26 | 16 |
Avg Bars in Winners | 25 | 34 | 18 | 25 | 34 | 18 |
Avg Bars in Losers | 17 | 20 | 14 | 17 | 20 | 14 |
Bars Traded | 7404 | 4580 | 2823 | 7404 | 4580 | 2823 |
Profit Streak | 20.8617 | 20.8617 | 66.8617 | 20.8617 | 20.8617 | 66.8617 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135317 | -150976 | -390482 | 349581 | 473274 | -578854 |
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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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