Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719931.9911 | 689137.6272 | 30794.3639 | 1684350.3493 | 4857860.1123 | -3173509.763 |
Total P&L (%) | 719.932 | 689.1376 | 30.7944 | 1684.3503 | 4857.8601 | -3173.5098 |
Avg Daily Profit (%) | 0.288 | 0.2757 | 0.0123 | 0.1153 | 0.1563 | 0 |
Buy And Hold Return (%) | 673.975 | 673.975 | 673.975 | 673.975 | 673.975 | 673.975 |
Max Trade Drawdown | -123892 | -99413 | -138719 | -4247888 | -2892760 | -5616601 |
Profit Factor | 1.8276 | 2.5455 | 1.0726 | 1.0871 | 1.5367 | 0.6915 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Losing Trades | 105 | 48 | 57 | 105 | 48 | 57 |
Profitability (%) | 48.7805 | 52.9412 | 44.6602 | 48.7805 | 52.9412 | 44.6602 |
Ratio Avg Win / Avg Loss | 1.9189 | 2.2627 | 1.3291 | 1.1414 | 1.366 | 0.8569 |
Largest Winning Trade | 174426 | 174426 | 64830 | 3348539 | 3348539 | 847070 |
Largest Losing Trade | -63903 | -36279 | -63903 | -3366637 | -1301576 | -3366637 |
Avg Bars in Trades | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 16 | 22 | 10 | 16 | 22 | 10 |
Bars Traded | 4712 | 2711 | 2001 | 4712 | 2711 | 2001 |
Profit Streak | 6.8749 | 0 | 59.3749 | 6.8749 | 0 | 59.3749 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130744 | -144864 | -483906 | -165336 | 344558 | -581879 |
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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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