Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 777972.7622 | 698973.1621 | 78999.6002 | 4454185.4512 | 9913401.3205 | -5459215.8693 |
Total P&L (%) | 777.9728 | 698.9732 | 78.9996 | 4454.1855 | 9913.4013 | -5459.2159 |
Avg Daily Profit (%) | 0.3112 | 0.2796 | 0.0316 | 0.1529 | 0.1844 | 0 |
Buy And Hold Return (%) | 694.9001 | 694.9001 | 694.9001 | 694.9001 | 694.9001 | 694.9001 |
Max Trade Drawdown | -93272 | -84905 | -154201 | -11816749 | -4381004 | -14758675 |
Profit Factor | 1.8353 | 2.6179 | 1.1582 | 1.0888 | 1.4344 | 0.8004 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 141 | 64 | 77 | 141 | 64 | 77 |
Losing Trades | 141 | 77 | 64 | 141 | 77 | 64 |
Profitability (%) | 50 | 45.3901 | 54.6099 | 50 | 45.3901 | 54.6099 |
Ratio Avg Win / Avg Loss | 1.8353 | 3.1497 | 0.9627 | 1.0888 | 1.7258 | 0.6652 |
Largest Winning Trade | 180312 | 180312 | 48337 | 4301061 | 3108998 | 4301061 |
Largest Losing Trade | -63512 | -31541 | -63512 | -6736029 | -3495593 | -6736029 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 40 | 40 | 41 | 40 | 40 | 41 |
Avg Bars in Losers | 26 | 22 | 31 | 26 | 22 | 31 |
Bars Traded | 9544 | 4335 | 5209 | 9544 | 4335 | 5209 |
Profit Streak | 73.4964 | 88.4964 | 0 | 73.4964 | 88.4964 | 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 | -114082 | -151658 | -364201 | -113584 | 306222 | -580361 |
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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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