Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1812278.7194 | 1819182.1541 | -6903.4347 | 505458.1102 | -8076.2565 | 513534.3667 |
Total P&L (%) | 1812.2787 | 1819.1822 | -6.9034 | 505.4581 | -8.0763 | 513.5344 |
Avg Daily Profit (%) | 0.9632 | 0.9669 | -0.0037 | 0.0958 | -0.0045 | 0.0965 |
Buy And Hold Return (%) | 381.9942 | 381.9942 | 381.9942 | 381.9942 | 381.9942 | 381.9942 |
Max Trade Drawdown | -125147 | -134418 | -41883 | -1756629 | -2131290 | -723296 |
Profit Factor | 3.402 | 4.4377 | 0.9694 | 1.0672 | 0.9986 | 1.2704 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 44 | 13 | 31 | 44 | 13 | 31 |
Losing Trades | 91 | 54 | 37 | 91 | 54 | 37 |
Profitability (%) | 32.5926 | 19.403 | 45.5882 | 32.5926 | 19.403 | 45.5882 |
Ratio Avg Win / Avg Loss | 7.036 | 18.4335 | 1.157 | 2.2071 | 4.1479 | 1.5163 |
Largest Winning Trade | 1197203 | 1197203 | 42626 | 1762738 | 1762738 | 453691 |
Largest Losing Trade | -48185 | -35315 | -48185 | -371656 | -371656 | -269811 |
Avg Bars in Trades | 164 | 252 | 77 | 164 | 252 | 77 |
Avg Bars in Winners | 304 | 731 | 125 | 304 | 731 | 125 |
Avg Bars in Losers | 96 | 137 | 38 | 96 | 137 | 38 |
Bars Traded | 22209 | 16908 | 5301 | 22209 | 16908 | 5301 |
Profit Streak | 101.5027 | 103.1694 | 101.5027 | 101.5027 | 103.1694 | 101.5027 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476499 | -151334 | -689326 | -280462 | -748483 | -231621 |
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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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