Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1843185.0901 | 1887827.9665 | -44642.8765 | 111821.8817 | 1662211.3701 | -1550389.4884 |
Total P&L (%) | 1843.1851 | 1887.828 | -44.6429 | 111.8219 | 1662.2114 | -1550.3895 |
Avg Daily Profit (%) | 0.8116 | 0.8313 | -0.0197 | 0.0331 | 0.1264 | 0 |
Buy And Hold Return (%) | 254.6667 | 254.6667 | 254.6667 | 254.6667 | 254.6667 | 254.6667 |
Max Trade Drawdown | -190317 | -143892 | -75658 | -6677330 | -5125395 | -1604695 |
Profit Factor | 3.3224 | 4.0173 | 0.7342 | 1.0087 | 1.1637 | 0.4389 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 32.7731 | 32.2034 | 33.3333 | 32.7731 | 32.2034 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.8152 | 8.4575 | 1.4685 | 2.069 | 2.4499 | 0.8778 |
Largest Winning Trade | 1404452 | 1404452 | 17530 | 6419733 | 6419733 | 399484 |
Largest Losing Trade | -58463 | -58463 | -18284 | -3260359 | -3260359 | -583439 |
Avg Bars in Trades | 110 | 218 | 4 | 110 | 218 | 4 |
Avg Bars in Winners | 196 | 395 | 7 | 196 | 395 | 7 |
Avg Bars in Losers | 68 | 134 | 2 | 68 | 134 | 2 |
Bars Traded | 13147 | 12878 | 269 | 13147 | 12878 | 269 |
Profit Streak | 109.5715 | 110.2382 | 109.5715 | 109.5715 | 110.2382 | 109.5715 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 507698 | -163049 | -754210 | -529829 | -246820 | -755877 |
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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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