Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715679.1098 | 747731.5803 | -32052.4705 | 17854.4441 | 471519.6478 | -453665.2037 |
Total P&L (%) | 715.6791 | 747.7316 | -32.0525 | 17.8544 | 471.5196 | -453.6652 |
Avg Daily Profit (%) | 0.3437 | 0.3591 | -0.0154 | 0.0079 | 0.0837 | 0 |
Buy And Hold Return (%) | 104.0665 | 104.0665 | 104.0665 | 104.0665 | 104.0665 | 104.0665 |
Max Trade Drawdown | -181784 | -169054 | -51947 | -2162520 | -1672775 | -567437 |
Profit Factor | 1.7711 | 1.9827 | 0.8083 | 1.003 | 1.0966 | 0.607 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 86 | 40 | 46 | 86 | 40 | 46 |
Losing Trades | 121 | 63 | 58 | 121 | 63 | 58 |
Profitability (%) | 41.5459 | 38.835 | 44.2308 | 41.5459 | 38.835 | 44.2308 |
Ratio Avg Win / Avg Loss | 2.4919 | 3.1228 | 1.0192 | 1.4111 | 1.7272 | 0.7653 |
Largest Winning Trade | 386346 | 386346 | 12113 | 1294637 | 1294637 | 102461 |
Largest Losing Trade | -41456 | -41456 | -16053 | -820911 | -820911 | -341043 |
Avg Bars in Trades | 118 | 228 | 8 | 118 | 228 | 8 |
Avg Bars in Winners | 140 | 290 | 9 | 140 | 290 | 9 |
Avg Bars in Losers | 102 | 189 | 8 | 102 | 189 | 8 |
Bars Traded | 24470 | 23555 | 915 | 24470 | 23555 | 915 |
Profit Streak | 34.8276 | 35.0776 | 34.8276 | 34.8276 | 35.0776 | 34.8276 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407895 | 327049 | -580812 | -566549 | -200097 | -582478 |
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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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