Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2139667.9443 | 2061970.8543 | 77697.09 | 834423.847 | -242934.8361 | 1077358.6831 |
Total P&L (%) | 2139.6679 | 2061.9709 | 77.6971 | 834.4238 | -242.9348 | 1077.3587 |
Avg Daily Profit (%) | 1.158 | 1.1159 | 0.0421 | 0.121 | 0 | 0.1335 |
Buy And Hold Return (%) | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 | 29.6802 |
Max Trade Drawdown | -232936 | -201882 | -51589 | -6949742 | -6618983 | -1382067 |
Profit Factor | 4.4993 | 5.4326 | 1.5312 | 1.0591 | 0.9775 | 1.3228 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 52.5547 | 47.0588 | 57.971 | 52.5547 | 47.0588 | 57.971 |
Ratio Avg Win / Avg Loss | 4.0619 | 6.1117 | 1.1101 | 0.9561 | 1.0997 | 0.959 |
Largest Winning Trade | 2034016 | 2034016 | 16157 | 4322966 | 4322966 | 690500 |
Largest Losing Trade | -42191 | -42191 | -13703 | -1738215 | -1738215 | -707706 |
Avg Bars in Trades | 50 | 93 | 8 | 50 | 93 | 8 |
Avg Bars in Winners | 44 | 90 | 8 | 44 | 90 | 8 |
Avg Bars in Losers | 57 | 96 | 8 | 57 | 96 | 8 |
Bars Traded | 6946 | 6346 | 600 | 6946 | 6346 | 600 |
Profit Streak | 81.1471 | 82.1471 | 81.1471 | 81.1471 | 82.1471 | 81.1471 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 812197 | -88491 | -238505 | -186611 | -689155 | -115590 |
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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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