Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2438375.9066 | 2709340.116 | -270964.2094 | -98962.8884 | 31374.1094 | -130336.9978 |
Total P&L (%) | 2438.3759 | 2709.3401 | -270.9642 | -98.9629 | 31.3741 | -130.337 |
Avg Daily Profit (%) | 1.103 | 1.2255 | -0.1226 | -0.2064 | 0.0123 | 0 |
Buy And Hold Return (%) | 351.8889 | 351.8889 | 351.8889 | 351.8889 | 351.8889 | 351.8889 |
Max Trade Drawdown | -334502 | -195414 | -328387 | -245142 | -161206 | -155430 |
Profit Factor | 2.9614 | 5.9019 | 0.6076 | 0.8527 | 1.1008 | 0.6383 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 42.8571 | 42.4658 | 43.2432 | 42.8571 | 42.4658 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.9485 | 7.9961 | 0.7974 | 1.1369 | 1.4913 | 0.8378 |
Largest Winning Trade | 2853501 | 2853501 | 46500 | 177637 | 177637 | 62095 |
Largest Losing Trade | -72939 | -56682 | -72939 | -139416 | -139416 | -61615 |
Avg Bars in Trades | 58 | 72 | 45 | 58 | 72 | 45 |
Avg Bars in Winners | 72 | 82 | 62 | 72 | 82 | 62 |
Avg Bars in Losers | 48 | 63 | 32 | 48 | 63 | 32 |
Bars Traded | 8624 | 5256 | 3368 | 8624 | 5256 | 3368 |
Profit Streak | 58.6124 | 58.6124 | 71.3624 | 58.6124 | 58.6124 | 71.3624 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 649611 | -52335 | -646896 | -580104 | -526155 | -646896 |
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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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