Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770602.1966 | 692011.6168 | 78590.5798 | 4617595.329 | 8188362.362 | -3570767.0329 |
Total P&L (%) | 770.6022 | 692.0116 | 78.5906 | 4617.5953 | 8188.3624 | -3570.767 |
Avg Daily Profit (%) | 0.3082 | 0.2768 | 0.0314 | 0.1543 | 0.1768 | 0 |
Buy And Hold Return (%) | 755.42 | 755.42 | 755.42 | 755.42 | 755.42 | 755.42 |
Max Trade Drawdown | -85107 | -46176 | -118939 | -4787240 | -1866865 | -6973386 |
Profit Factor | 1.8835 | 2.725 | 1.1669 | 1.1827 | 1.7309 | 0.7464 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 112 | 63 | 49 | 112 | 63 | 49 |
Profitability (%) | 49.5496 | 43.2432 | 55.8559 | 49.5496 | 43.2432 | 55.8559 |
Ratio Avg Win / Avg Loss | 1.9178 | 3.5766 | 0.9222 | 1.2042 | 2.2718 | 0.5899 |
Largest Winning Trade | 221718 | 221718 | 43688 | 2626281 | 2626281 | 1377270 |
Largest Losing Trade | -52878 | -21761 | -52878 | -2820037 | -985718 | -2820037 |
Avg Bars in Trades | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Winners | 38 | 34 | 41 | 38 | 34 | 41 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 7156 | 3066 | 4089 | 7156 | 3066 | 4089 |
Profit Streak | 164.572 | 164.572 | 177.572 | 164.572 | 164.572 | 177.572 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144617 | -153526 | -353857 | -10187 | 341221 | -579307 |
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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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