Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820765.6053 | 727471.3917 | 93294.2136 | 6735580.4572 | 8373584.4156 | -1638003.9584 |
Total P&L (%) | 820.7656 | 727.4714 | 93.2942 | 6735.5805 | 8373.5844 | -1638.004 |
Avg Daily Profit (%) | 0.3282 | 0.2909 | 0.0373 | 0.1691 | 0.1777 | 0 |
Buy And Hold Return (%) | 726.4994 | 726.4994 | 726.4994 | 726.4994 | 726.4994 | 726.4994 |
Max Trade Drawdown | -90692 | -85857 | -74208 | -4506616 | -1673417 | -3687586 |
Profit Factor | 1.9394 | 2.6601 | 1.2142 | 1.367 | 1.9766 | 0.8325 |
Total Trades | 212 | 106 | 106 | 212 | 106 | 106 |
Winning Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Losing Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Profitability (%) | 48.1132 | 50 | 46.2264 | 48.1132 | 50 | 46.2264 |
Ratio Avg Win / Avg Loss | 2.0915 | 2.6601 | 1.4124 | 1.4742 | 1.9766 | 0.9684 |
Largest Winning Trade | 300034 | 300034 | 54409 | 5470878 | 5470878 | 1621687 |
Largest Losing Trade | -38518 | -38518 | -33949 | -2476408 | -1673417 | -2476408 |
Avg Bars in Trades | 22 | 26 | 17 | 22 | 26 | 17 |
Avg Bars in Winners | 25 | 30 | 21 | 25 | 30 | 21 |
Avg Bars in Losers | 18 | 23 | 14 | 18 | 23 | 14 |
Bars Traded | 4709 | 2861 | 1847 | 4709 | 2861 | 1847 |
Profit Streak | 10.3018 | 10.8018 | 0 | 10.3018 | 10.8018 | 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 | -111282 | -150821 | -310739 | 344773 | 441128 | -582239 |
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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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