Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1964940.2513 | 1913598.5612 | 51341.6902 | 1934116.384 | 2022166.2506 | -88049.8666 |
Total P&L (%) | 1964.9403 | 1913.5986 | 51.3417 | 1934.1164 | 2022.1663 | -88.0499 |
Avg Daily Profit (%) | 1.0973 | 1.0686 | 0.0287 | 0.1684 | 0.1708 | -0.1186 |
Buy And Hold Return (%) | 242.3098 | 242.3098 | 242.3098 | 242.3098 | 242.3098 | 242.3098 |
Max Trade Drawdown | -93618 | -84010 | -108415 | -3942216 | -2307420 | -2156821 |
Profit Factor | 4.0438 | 9.2781 | 1.1239 | 1.1523 | 1.4344 | 0.9891 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 44.2029 | 39.1304 | 49.2754 | 44.2029 | 39.1304 | 49.2754 |
Ratio Avg Win / Avg Loss | 5.1045 | 14.4326 | 1.157 | 1.4545 | 2.2313 | 1.0181 |
Largest Winning Trade | 1008819 | 1008819 | 68999 | 2617838 | 2617838 | 1757945 |
Largest Losing Trade | -52824 | -34158 | -52824 | -1989439 | -764467 | -1989439 |
Avg Bars in Trades | 74 | 66 | 83 | 74 | 66 | 83 |
Avg Bars in Winners | 125 | 112 | 135 | 125 | 112 | 135 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 10328 | 4575 | 5753 | 10328 | 4575 | 5753 |
Profit Streak | 5.0917 | 5.0917 | 13.425 | 5.0917 | 5.0917 | 13.425 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 713241 | -83542 | -506233 | -45957 | -95665 | -680747 |
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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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