Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729658.3344 | 646096.5027 | 83561.8317 | 1069790.6345 | -698026.498 | 1767817.1325 |
Total P&L (%) | 729.6583 | 646.0965 | 83.5618 | 1069.7906 | -698.0265 | 1767.8171 |
Avg Daily Profit (%) | 0.3503 | 0.3102 | 0.0401 | 0.1181 | 0 | 0.1406 |
Buy And Hold Return (%) | 141.1765 | 141.1765 | 141.1765 | 141.1765 | 141.1765 | 141.1765 |
Max Trade Drawdown | -164244 | -179254 | -44304 | -20277473 | -20593001 | -2591697 |
Profit Factor | 1.7598 | 1.8783 | 1.3719 | 1.0213 | 0.9823 | 1.1642 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 58.3691 | 58.6207 | 58.1197 | 58.3691 | 58.6207 | 58.1197 |
Ratio Avg Win / Avg Loss | 1.2552 | 1.3258 | 0.9886 | 0.7284 | 0.6934 | 0.8389 |
Largest Winning Trade | 140517 | 140517 | 25819 | 9037516 | 9037516 | 1531536 |
Largest Losing Trade | -69812 | -69812 | -19991 | -6029137 | -6029137 | -2392649 |
Avg Bars in Trades | 103 | 199 | 9 | 103 | 199 | 9 |
Avg Bars in Winners | 59 | 109 | 8 | 59 | 109 | 8 |
Avg Bars in Losers | 166 | 326 | 10 | 166 | 326 | 10 |
Bars Traded | 24206 | 23153 | 1053 | 24206 | 23153 | 1053 |
Profit Streak | 82.2049 | 82.2049 | 82.2882 | 82.2049 | 82.2049 | 82.2882 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503898 | 401521 | -304191 | -229979 | -579348 | -44421 |
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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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