Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821665.7554 | 771276.3418 | 50389.4136 | 1181466.965 | 4889341.8611 | -3707874.8961 |
Total P&L (%) | 821.6658 | 771.2763 | 50.3894 | 1181.467 | 4889.3419 | -3707.8749 |
Avg Daily Profit (%) | 0.3771 | 0.3539 | 0.0231 | 0.1171 | 0.1796 | 0 |
Buy And Hold Return (%) | 259.2965 | 259.2965 | 259.2965 | 259.2965 | 259.2965 | 259.2965 |
Max Trade Drawdown | -162649 | -120591 | -113807 | -5536888 | -2853892 | -6217701 |
Profit Factor | 1.7305 | 2.5246 | 1.0814 | 1.0548 | 1.5743 | 0.7161 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 52.2843 | 50.5051 | 54.0816 | 52.2843 | 50.5051 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.5793 | 2.4741 | 0.9182 | 0.9626 | 1.5428 | 0.608 |
Largest Winning Trade | 209298 | 209298 | 63047 | 2265714 | 2265714 | 960664 |
Largest Losing Trade | -69164 | -32144 | -69164 | -2372465 | -1016498 | -2372465 |
Avg Bars in Trades | 65 | 64 | 65 | 65 | 64 | 65 |
Avg Bars in Winners | 71 | 66 | 77 | 71 | 66 | 77 |
Avg Bars in Losers | 57 | 63 | 51 | 57 | 63 | 51 |
Bars Traded | 12827 | 6424 | 6402 | 12827 | 6424 | 6402 |
Profit Streak | 59.704 | 59.704 | 89.5373 | 59.704 | 59.704 | 89.5373 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459578 | 439253 | -458778 | -197020 | 428536 | -579180 |
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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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