Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836028.273 | 747400.3598 | 88627.9131 | 2122515.8105 | 2933368.4845 | -810852.674 |
Total P&L (%) | 836.0283 | 747.4004 | 88.6279 | 2122.5158 | 2933.3685 | -810.8527 |
Avg Daily Profit (%) | 0.4599 | 0.4111 | 0.0488 | 0.1707 | 0.1879 | 0 |
Buy And Hold Return (%) | 241.7809 | 241.7809 | 241.7809 | 241.7809 | 241.7809 | 241.7809 |
Max Trade Drawdown | -120146 | -71470 | -87991 | -3557490 | -2122067 | -1927722 |
Profit Factor | 1.8589 | 2.5984 | 1.1752 | 1.1647 | 1.4962 | 0.8838 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 51.4563 | 49.5146 | 53.3981 | 51.4563 | 49.5146 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.7537 | 2.6493 | 1.0257 | 1.0988 | 1.5256 | 0.7713 |
Largest Winning Trade | 249159 | 249159 | 64695 | 3003221 | 3003221 | 1113057 |
Largest Losing Trade | -44161 | -44161 | -36802 | -1028034 | -965601 | -1028034 |
Avg Bars in Trades | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Winners | 30 | 31 | 28 | 30 | 31 | 28 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 5311 | 2688 | 2623 | 5311 | 2688 | 2623 |
Profit Streak | 1.9669 | 5.3002 | 0 | 1.9669 | 5.3002 | 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 | 378845 | 442330 | -320914 | -32125 | 390531 | -580339 |
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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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