Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762137.4301 | 755258.313 | 6879.117 | -13781.3896 | 1621491.3471 | -1635272.7367 |
Total P&L (%) | 762.1374 | 755.2583 | 6.8791 | -13.7814 | 1621.4913 | -1635.2727 |
Avg Daily Profit (%) | 0.3659 | 0.3626 | 0.0033 | -0.0071 | 0.1367 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296685 | -258976 | -56627 | -5984507 | -4602625 | -1882440 |
Profit Factor | 2.0801 | 2.4406 | 1.0379 | 0.9983 | 1.2959 | 0.391 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 43.2 | 37.0968 | 49.2063 | 43.2 | 37.0968 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.7349 | 4.1384 | 1.0714 | 1.3126 | 2.1973 | 0.4036 |
Largest Winning Trade | 720535 | 720535 | 42450 | 3058354 | 3058354 | 217937 |
Largest Losing Trade | -43336 | -43336 | -35088 | -2197294 | -2197294 | -987992 |
Avg Bars in Trades | 186 | 342 | 32 | 186 | 342 | 32 |
Avg Bars in Winners | 243 | 529 | 31 | 243 | 529 | 31 |
Avg Bars in Losers | 142 | 231 | 33 | 142 | 231 | 33 |
Bars Traded | 23271 | 21222 | 2049 | 23271 | 21222 | 2049 |
Profit Streak | 95.095 | 95.095 | 161.2617 | 95.095 | 95.095 | 161.2617 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448410 | -144839 | -678618 | -580065 | -167860 | -726413 |
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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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