Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823460.9844 | 689278.7133 | 134182.2711 | 9311059.8384 | 13361019.4473 | -4049959.6089 |
Total P&L (%) | 823.461 | 689.2787 | 134.1823 | 9311.0598 | 13361.0194 | -4049.9596 |
Avg Daily Profit (%) | 0.3294 | 0.2757 | 0.0537 | 0.1819 | 0.1963 | 0 |
Buy And Hold Return (%) | 789.7156 | 789.7156 | 789.7156 | 789.7156 | 789.7156 | 789.7156 |
Max Trade Drawdown | -100617 | -71531 | -68634 | -6647241 | -1455074 | -6647241 |
Profit Factor | 2.6587 | 4.0952 | 1.4901 | 1.7673 | 5.6715 | 0.5634 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 57.7586 | 56.8966 | 58.6207 | 57.7586 | 56.8966 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.9444 | 3.1024 | 1.0519 | 1.2925 | 4.2966 | 0.3977 |
Largest Winning Trade | 170325 | 170325 | 40487 | 7006840 | 7006840 | 917718 |
Largest Losing Trade | -68634 | -46914 | -68634 | -6647241 | -1408251 | -6647241 |
Avg Bars in Trades | 83 | 91 | 74 | 83 | 91 | 74 |
Avg Bars in Winners | 91 | 94 | 89 | 91 | 94 | 89 |
Avg Bars in Losers | 71 | 87 | 54 | 71 | 87 | 54 |
Bars Traded | 9638 | 5302 | 4336 | 9638 | 5302 | 4336 |
Profit Streak | 122.464 | 122.464 | 124.714 | 122.464 | 122.464 | 124.714 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135603 | -328557 | -463759 | 460390 | -162302 | -758757 |
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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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