Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5346851.3697 | 5307857.4464 | 38993.9234 | 700772.078 | -345873.613 | 1046645.6911 |
Total P&L (%) | 5346.8514 | 5307.8574 | 38.9939 | 700.7721 | -345.8736 | 1046.6457 |
Avg Daily Profit (%) | 2.419 | 2.4014 | 0.0176 | 0.0942 | 0 | 0.1104 |
Buy And Hold Return (%) | 598.9173 | 598.9173 | 598.9173 | 598.9173 | 598.9173 | 598.9173 |
Max Trade Drawdown | -162286 | -125804 | -36482 | -5243421 | -5724850 | -1146125 |
Profit Factor | 8.6952 | 10.0733 | 1.355 | 1.0363 | 0.979 | 1.3649 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 43.6508 | 31.746 | 55.5556 | 43.6508 | 31.746 | 55.5556 |
Ratio Avg Win / Avg Loss | 11.2246 | 21.6576 | 1.084 | 1.3377 | 2.1048 | 1.0919 |
Largest Winning Trade | 5319391 | 5319391 | 20219 | 5276817 | 5276817 | 785623 |
Largest Losing Trade | -46458 | -46458 | -17836 | -2125430 | -2125430 | -707483 |
Avg Bars in Trades | 101 | 197 | 5 | 101 | 197 | 5 |
Avg Bars in Winners | 129 | 346 | 4 | 129 | 346 | 4 |
Avg Bars in Losers | 80 | 128 | 6 | 80 | 128 | 6 |
Bars Traded | 12790 | 12448 | 342 | 12790 | 12448 | 342 |
Profit Streak | 94.3597 | 94.8597 | 0 | 94.3597 | 94.8597 | 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 | 774859 | -130413 | -480323 | -361915 | -731497 | -198928 |
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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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