Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571622.4463 | 485989.0857 | 85633.3606 | 674909.0976 | 1772069.8674 | -1097160.7699 |
Total P&L (%) | 571.6224 | 485.9891 | 85.6334 | 674.9091 | 1772.0699 | -1097.1608 |
Avg Daily Profit (%) | 0.2744 | 0.2333 | 0.0411 | 0.0983 | 0.1407 | 0 |
Buy And Hold Return (%) | 62.699 | 62.699 | 62.699 | 62.699 | 62.699 | 62.699 |
Max Trade Drawdown | -164978 | -85946 | -127111 | -3597534 | -917120 | -3480982 |
Profit Factor | 1.4968 | 1.8731 | 1.1442 | 1.0594 | 1.3803 | 0.8365 |
Total Trades | 289 | 145 | 144 | 289 | 145 | 144 |
Winning Trades | 125 | 57 | 68 | 125 | 57 | 68 |
Losing Trades | 164 | 88 | 76 | 164 | 88 | 76 |
Profitability (%) | 43.2526 | 39.3103 | 47.2222 | 43.2526 | 39.3103 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.9639 | 2.8919 | 1.2788 | 1.3899 | 2.131 | 0.9349 |
Largest Winning Trade | 195861 | 195861 | 35292 | 1499898 | 1499898 | 767729 |
Largest Losing Trade | -55618 | -24441 | -55618 | -2251480 | -427883 | -2251480 |
Avg Bars in Trades | 85 | 89 | 81 | 85 | 89 | 81 |
Avg Bars in Winners | 113 | 120 | 108 | 113 | 120 | 108 |
Avg Bars in Losers | 64 | 69 | 57 | 64 | 69 | 57 |
Bars Traded | 24760 | 12980 | 11780 | 24760 | 12980 | 11780 |
Profit Streak | 24.6496 | 24.6496 | 48.3996 | 24.6496 | 24.6496 | 48.3996 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395484 | 276385 | -252168 | -216596 | -6859 | -581041 |
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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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