Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 759084.2244 | 705869.325 | 53214.8994 | 2990501.4625 | 5900949.6173 | -2910448.1548 |
Total P&L (%) | 759.0842 | 705.8693 | 53.2149 | 2990.5015 | 5900.9496 | -2910.4482 |
Avg Daily Profit (%) | 0.3036 | 0.2823 | 0.0213 | 0.1373 | 0.1639 | 0 |
Buy And Hold Return (%) | 863.3987 | 863.3987 | 863.3987 | 863.3987 | 863.3987 | 863.3987 |
Max Trade Drawdown | -101987 | -77749 | -99109 | -2497867 | -1301508 | -3452268 |
Profit Factor | 1.9813 | 3.054 | 1.1238 | 1.2055 | 2.0417 | 0.6724 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 44.1176 | 45.098 | 43.1373 | 44.1176 | 45.098 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.5096 | 3.7179 | 1.4814 | 1.527 | 2.4856 | 0.8864 |
Largest Winning Trade | 302272 | 302272 | 44989 | 3909197 | 3909197 | 777131 |
Largest Losing Trade | -53173 | -28836 | -53173 | -1711019 | -470928 | -1711019 |
Avg Bars in Trades | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Winners | 50 | 53 | 47 | 50 | 53 | 47 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 7157 | 3767 | 3390 | 7157 | 3767 | 3390 |
Profit Streak | 36.9314 | 87.9314 | 0 | 36.9314 | 87.9314 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153766 | -152430 | -417523 | -12087 | 369760 | -583729 |
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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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