Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916474.5163 | 810907.7221 | 105566.7943 | 10522301.9527 | 10976023.8876 | -453721.9349 |
Total P&L (%) | 916.4745 | 810.9077 | 105.5668 | 10522.302 | 10976.0239 | -453.7219 |
Avg Daily Profit (%) | 0.3665 | 0.3243 | 0.0422 | 0.1868 | 0.1884 | 0 |
Buy And Hold Return (%) | 824.5514 | 824.5514 | 824.5514 | 824.5514 | 824.5514 | 824.5514 |
Max Trade Drawdown | -65649 | -55615 | -43378 | -2527109 | -2450575 | -1715423 |
Profit Factor | 2.5238 | 3.6764 | 1.3537 | 1.9415 | 2.8584 | 0.9139 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 38.8489 | 39.1304 | 38.5714 | 38.8489 | 39.1304 | 38.5714 |
Ratio Avg Win / Avg Loss | 3.9727 | 5.7188 | 2.1559 | 3.056 | 4.4463 | 1.4555 |
Largest Winning Trade | 349426 | 349426 | 51063 | 7301746 | 7301746 | 519512 |
Largest Losing Trade | -23213 | -20580 | -23213 | -1957747 | -1957747 | -1000471 |
Avg Bars in Trades | 51 | 51 | 50 | 51 | 51 | 50 |
Avg Bars in Winners | 90 | 88 | 93 | 90 | 88 | 93 |
Avg Bars in Losers | 25 | 27 | 24 | 25 | 27 | 24 |
Bars Traded | 7091 | 3537 | 3554 | 7091 | 3537 | 3554 |
Profit Streak | 86.6289 | 87.9623 | 86.6289 | 86.6289 | 87.9623 | 86.6289 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119829 | -255479 | -399110 | 309749 | -92231 | -677455 |
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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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