Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 746429.1198 | 688586.1076 | 57843.0122 | 3151579.0067 | 5738651.9908 | -2587072.9842 |
Total P&L (%) | 746.4291 | 688.5861 | 57.843 | 3151.579 | 5738.652 | -2587.073 |
Avg Daily Profit (%) | 0.2985 | 0.2754 | 0.0231 | 0.1393 | 0.1628 | 0 |
Buy And Hold Return (%) | 826.0587 | 826.0587 | 826.0587 | 826.0587 | 826.0587 | 826.0587 |
Max Trade Drawdown | -95594 | -56973 | -115062 | -3520937 | -1472630 | -4834886 |
Profit Factor | 1.8836 | 2.8386 | 1.123 | 1.1857 | 1.8003 | 0.7361 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 49.7608 | 45.1923 | 54.2857 | 49.7608 | 45.1923 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.9017 | 3.4426 | 0.9457 | 1.1971 | 2.1834 | 0.6199 |
Largest Winning Trade | 255190 | 255190 | 47252 | 2111851 | 2111851 | 956112 |
Largest Losing Trade | -51686 | -24698 | -51686 | -1746884 | -752153 | -1746884 |
Avg Bars in Trades | 34 | 29 | 40 | 34 | 29 | 40 |
Avg Bars in Winners | 41 | 37 | 45 | 41 | 37 | 45 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 7311 | 3059 | 4252 | 7311 | 3059 | 4252 |
Profit Streak | 170.2019 | 170.2019 | 183.2019 | 170.2019 | 170.2019 | 183.2019 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150910 | -152578 | -412997 | -22869 | 367128 | -579139 |
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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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