Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727450.6541 | 669786.1169 | 57664.5372 | 3286426.2881 | 4224010.7556 | -937584.4675 |
Total P&L (%) | 727.4507 | 669.7861 | 57.6645 | 3286.4263 | 4224.0108 | -937.5845 |
Avg Daily Profit (%) | 0.2909 | 0.2679 | 0.0231 | 0.141 | 0.1508 | 0 |
Buy And Hold Return (%) | 844.9524 | 844.9524 | 844.9524 | 844.9524 | 844.9524 | 844.9524 |
Max Trade Drawdown | -150396 | -89881 | -127452 | -4678243 | -3574947 | -3589939 |
Profit Factor | 2.0363 | 3.4694 | 1.1339 | 1.2479 | 1.6891 | 0.8685 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 50.9091 | 46.988 | 54.878 | 50.9091 | 46.988 | 54.878 |
Ratio Avg Win / Avg Loss | 1.9635 | 3.9142 | 0.9323 | 1.2033 | 1.9056 | 0.7141 |
Largest Winning Trade | 148376 | 148376 | 48650 | 1925266 | 1925266 | 1226137 |
Largest Losing Trade | -54354 | -25571 | -54354 | -1216302 | -1033802 | -1216302 |
Avg Bars in Trades | 42 | 36 | 49 | 42 | 36 | 49 |
Avg Bars in Winners | 50 | 42 | 56 | 50 | 42 | 56 |
Avg Bars in Losers | 34 | 30 | 40 | 34 | 30 | 40 |
Bars Traded | 7039 | 2991 | 4048 | 7039 | 2991 | 4048 |
Profit Streak | 165.1717 | 165.1717 | 178.505 | 165.1717 | 165.1717 | 178.505 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150670 | -150673 | -405244 | -4555 | 336005 | -583247 |
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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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