Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623450.2121 | 586289.661 | 37160.551 | 537322.7492 | 120087.3242 | 417235.4251 |
Total P&L (%) | 623.4502 | 586.2897 | 37.1606 | 537.3227 | 120.0873 | 417.2354 |
Avg Daily Profit (%) | 0.2994 | 0.2815 | 0.0178 | 0.089 | 0.0379 | 0.0789 |
Buy And Hold Return (%) | 118.6139 | 118.6139 | 118.6139 | 118.6139 | 118.6139 | 118.6139 |
Max Trade Drawdown | -173226 | -152136 | -27012 | -4021881 | -4488306 | -814798 |
Profit Factor | 2.1297 | 2.3532 | 1.3133 | 1.0522 | 1.014 | 1.2442 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 45.7143 | 46.1538 | 45.283 | 45.7143 | 46.1538 | 45.283 |
Ratio Avg Win / Avg Loss | 2.5291 | 2.7454 | 1.5869 | 1.2494 | 1.183 | 1.5034 |
Largest Winning Trade | 198431 | 198431 | 27041 | 2312344 | 2312344 | 940409 |
Largest Losing Trade | -66397 | -66397 | -11370 | -2933501 | -2933501 | -504853 |
Avg Bars in Trades | 220 | 421 | 23 | 220 | 421 | 23 |
Avg Bars in Winners | 187 | 342 | 31 | 187 | 342 | 31 |
Avg Bars in Losers | 249 | 490 | 17 | 249 | 490 | 17 |
Bars Traded | 23198 | 21936 | 1262 | 23198 | 21936 | 1262 |
Profit Streak | 180.8971 | 180.8971 | 286.0638 | 180.8971 | 180.8971 | 286.0638 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426725 | -168362 | -513757 | -238572 | -689549 | -269589 |
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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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