Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1585390.7287 | 1618068.574 | -32677.8452 | 225923.5527 | 1089775.3102 | -863851.7575 |
Total P&L (%) | 1585.3907 | 1618.0686 | -32.6778 | 225.9236 | 1089.7753 | -863.8518 |
Avg Daily Profit (%) | 0.8703 | 0.8882 | -0.0179 | 0.0649 | 0.136 | 0 |
Buy And Hold Return (%) | 591.1048 | 591.1048 | 591.1048 | 591.1048 | 591.1048 | 591.1048 |
Max Trade Drawdown | -169658 | -149082 | -72932 | -2855732 | -2511844 | -1081142 |
Profit Factor | 2.9339 | 3.7989 | 0.8648 | 1.0245 | 1.1711 | 0.6951 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 34.1085 | 29.6875 | 38.4615 | 34.1085 | 29.6875 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.6677 | 8.9973 | 1.3837 | 1.9792 | 2.7736 | 1.1122 |
Largest Winning Trade | 878143 | 878143 | 34332 | 2674576 | 2674576 | 400357 |
Largest Losing Trade | -30326 | -30326 | -15451 | -481499 | -481499 | -392310 |
Avg Bars in Trades | 53 | 88 | 19 | 53 | 88 | 19 |
Avg Bars in Winners | 87 | 162 | 31 | 87 | 162 | 31 |
Avg Bars in Losers | 36 | 57 | 12 | 36 | 57 | 12 |
Bars Traded | 6952 | 5665 | 1287 | 6952 | 5665 | 1287 |
Profit Streak | 91.6262 | 91.6262 | 102.8762 | 91.6262 | 91.6262 | 102.8762 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394483 | -131242 | -714320 | -468975 | -198240 | -714320 |
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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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