Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1302494.2623 | 1306499.8768 | -4005.6146 | 234806.2756 | -2286341.0605 | 2521147.336 |
Total P&L (%) | 1302.4943 | 1306.4999 | -4.0056 | 234.8063 | -2286.3411 | 2521.1473 |
Avg Daily Profit (%) | 0.6906 | 0.6927 | -0.0021 | 0.0641 | 0 | 0.1733 |
Buy And Hold Return (%) | 256.4869 | 256.4869 | 256.4869 | 256.4869 | 256.4869 | 256.4869 |
Max Trade Drawdown | -240532 | -203131 | -86709 | -9368853 | -10291125 | -1257062 |
Profit Factor | 2.7613 | 3.3876 | 0.9792 | 1.0129 | 0.8512 | 1.887 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 79 | 44 | 35 | 79 | 44 | 35 |
Profitability (%) | 43.1655 | 36.2319 | 50 | 43.1655 | 36.2319 | 50 |
Ratio Avg Win / Avg Loss | 3.6356 | 5.9621 | 0.9792 | 1.3336 | 1.4982 | 1.887 |
Largest Winning Trade | 987206 | 987206 | 37558 | 6802145 | 6802145 | 764307 |
Largest Losing Trade | -37101 | -37101 | -18745 | -2679097 | -2679097 | -548650 |
Avg Bars in Trades | 39 | 70 | 9 | 39 | 70 | 9 |
Avg Bars in Winners | 43 | 91 | 9 | 43 | 91 | 9 |
Avg Bars in Losers | 36 | 58 | 9 | 36 | 58 | 9 |
Bars Traded | 5538 | 4870 | 668 | 5538 | 4870 | 668 |
Profit Streak | 61.7413 | 103.7413 | 61.7413 | 61.7413 | 103.7413 | 61.7413 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553559 | -88500 | -673983 | -480314 | -685068 | -81813 |
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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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