Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704954.3651 | 682067.3974 | 22886.9677 | 2101927.429 | 6972742.125 | -4870814.696 |
Total P&L (%) | 704.9544 | 682.0674 | 22.887 | 2101.9274 | 6972.7421 | -4870.8147 |
Avg Daily Profit (%) | 0.2819 | 0.2728 | 0.0092 | 0.1237 | 0.1705 | 0 |
Buy And Hold Return (%) | 726.0336 | 726.0336 | 726.0336 | 726.0336 | 726.0336 | 726.0336 |
Max Trade Drawdown | -133091 | -99462 | -143721 | -6584885 | -2316757 | -7529310 |
Profit Factor | 1.7712 | 2.4321 | 1.0523 | 1.0943 | 1.7568 | 0.6276 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 120 | 59 | 61 | 120 | 59 | 61 |
Profitability (%) | 47.8261 | 48.6957 | 46.9565 | 47.8261 | 48.6957 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.9323 | 2.5624 | 1.1887 | 1.1938 | 1.8509 | 0.7089 |
Largest Winning Trade | 189078 | 189078 | 61357 | 5366987 | 5366987 | 830916 |
Largest Losing Trade | -38597 | -38597 | -35731 | -2312729 | -1014733 | -2312729 |
Avg Bars in Trades | 29 | 34 | 25 | 29 | 34 | 25 |
Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Losers | 18 | 23 | 14 | 18 | 23 | 14 |
Bars Traded | 6843 | 3965 | 2878 | 6843 | 3965 | 2878 |
Profit Streak | 61.1209 | 80.1209 | 0 | 61.1209 | 80.1209 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152485 | -152681 | -510555 | -146224 | 393066 | -581932 |
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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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