Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977923.9485 | 871687.9756 | 106235.973 | 6017689.0223 | 7317336.0738 | -1299647.0516 |
Total P&L (%) | 977.9239 | 871.688 | 106.236 | 6017.689 | 7317.3361 | -1299.6471 |
Avg Daily Profit (%) | 0.5398 | 0.4812 | 0.0586 | 0.2274 | 0.238 | 0 |
Buy And Hold Return (%) | 463.5588 | 463.5588 | 463.5588 | 463.5588 | 463.5588 | 463.5588 |
Max Trade Drawdown | -85062 | -67496 | -83507 | -6849639 | -5547998 | -5361093 |
Profit Factor | 2.189 | 3.2256 | 1.2466 | 1.1575 | 1.4008 | 0.9349 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 46.4286 | 44.2857 | 48.5714 | 46.4286 | 44.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.5258 | 4.058 | 1.3199 | 1.3356 | 1.7623 | 0.9899 |
Largest Winning Trade | 260879 | 260879 | 56576 | 4765174 | 4765174 | 2570835 |
Largest Losing Trade | -47905 | -36952 | -47905 | -2918412 | -2533859 | -2918412 |
Avg Bars in Trades | 50 | 53 | 48 | 50 | 53 | 48 |
Avg Bars in Winners | 68 | 72 | 65 | 68 | 72 | 65 |
Avg Bars in Losers | 35 | 37 | 32 | 35 | 37 | 32 |
Bars Traded | 7109 | 3713 | 3396 | 7109 | 3713 | 3396 |
Profit Streak | 5.0063 | 18.5063 | 0 | 5.0063 | 18.5063 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311339 | -87197 | -375646 | -39328 | -85944 | -675791 |
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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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