Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799316.3676 | 700589.5911 | 98726.7765 | 7459689.6265 | 7848170.2604 | -388480.6339 |
Total P&L (%) | 799.3164 | 700.5896 | 98.7268 | 7459.6896 | 7848.1703 | -388.4806 |
Avg Daily Profit (%) | 0.4387 | 0.3845 | 0.0542 | 0.2377 | 0.2404 | 0 |
Buy And Hold Return (%) | 784.1176 | 784.1176 | 784.1176 | 784.1176 | 784.1176 | 784.1176 |
Max Trade Drawdown | -93273 | -110053 | -74233 | -6459003 | -5499369 | -3866361 |
Profit Factor | 2.4296 | 3.7014 | 1.3293 | 1.3447 | 1.7582 | 0.9656 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 74 | 45 | 29 | 74 | 45 | 29 |
Losing Trades | 60 | 22 | 38 | 60 | 22 | 38 |
Profitability (%) | 55.2239 | 67.1642 | 43.2836 | 55.2239 | 67.1642 | 43.2836 |
Ratio Avg Win / Avg Loss | 1.97 | 1.8096 | 1.7419 | 1.0903 | 0.8596 | 1.2653 |
Largest Winning Trade | 242317 | 242317 | 60469 | 4732432 | 4732432 | 1870873 |
Largest Losing Trade | -37063 | -37063 | -31524 | -1822024 | -1822024 | -1644940 |
Avg Bars in Trades | 78 | 79 | 78 | 78 | 79 | 78 |
Avg Bars in Winners | 89 | 70 | 118 | 89 | 70 | 118 |
Avg Bars in Losers | 66 | 99 | 46 | 66 | 99 | 46 |
Bars Traded | 10570 | 5344 | 5226 | 10570 | 5344 | 5226 |
Profit Streak | 59.2987 | 62.9653 | 59.2987 | 59.2987 | 62.9653 | 59.2987 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143030 | -262387 | -403971 | 386148 | -104127 | -698121 |
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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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