Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826356.7514 | 620322.3775 | 206034.3739 | 5760463.2591 | -2926228.7667 | 8686692.0258 |
Total P&L (%) | 826.3568 | 620.3224 | 206.0344 | 5760.4633 | -2926.2288 | 8686.692 |
Avg Daily Profit (%) | 0.3967 | 0.2978 | 0.0989 | 0.1956 | 0 | 0.2151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105847 | -74853 | -100902 | -9092097 | -6656211 | -4039934 |
Profit Factor | 2.3115 | 3.0901 | 1.6182 | 1.2523 | 0.7724 | 1.8711 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 42.2764 | 36.0656 | 48.3871 | 42.2764 | 36.0656 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.1561 | 5.4779 | 1.726 | 1.7099 | 1.3693 | 1.9959 |
Largest Winning Trade | 280067 | 280067 | 66363 | 5029539 | 3907580 | 5029539 |
Largest Losing Trade | -41392 | -19418 | -41392 | -2830145 | -2175685 | -2830145 |
Avg Bars in Trades | 199 | 171 | 227 | 199 | 171 | 227 |
Avg Bars in Winners | 335 | 308 | 355 | 335 | 308 | 355 |
Avg Bars in Losers | 100 | 94 | 108 | 100 | 94 | 108 |
Bars Traded | 24591 | 10468 | 14123 | 24591 | 10468 | 14123 |
Profit Streak | 17.3947 | 0 | 25.6447 | 17.3947 | 0 | 25.6447 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432392 | -152599 | -212145 | 244607 | -746488 | -142547 |
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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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