Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423279.5926 | 1448518.9236 | -25239.331 | 403878.4224 | 938463.2322 | -534584.8098 |
Total P&L (%) | 1423.2796 | 1448.5189 | -25.2393 | 403.8784 | 938.4632 | -534.5848 |
Avg Daily Profit (%) | 0.7793 | 0.7932 | -0.0138 | 0.0886 | 0.1282 | 0 |
Buy And Hold Return (%) | 705.4643 | 705.4643 | 705.4643 | 705.4643 | 705.4643 | 705.4643 |
Max Trade Drawdown | -172251 | -123319 | -101086 | -2009336 | -1751590 | -1252196 |
Profit Factor | 2.9017 | 4.2914 | 0.9181 | 1.051 | 1.1945 | 0.8272 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 53.125 | 56.25 |
Ratio Avg Win / Avg Loss | 2.4043 | 3.7865 | 0.7141 | 0.8708 | 1.054 | 0.6434 |
Largest Winning Trade | 1108678 | 1108678 | 57027 | 1365400 | 1365400 | 820851 |
Largest Losing Trade | -53038 | -53038 | -48499 | -725698 | -725698 | -673797 |
Avg Bars in Trades | 54 | 73 | 35 | 54 | 73 | 35 |
Avg Bars in Winners | 56 | 84 | 30 | 56 | 84 | 30 |
Avg Bars in Losers | 52 | 60 | 43 | 52 | 60 | 43 |
Bars Traded | 7012 | 4709 | 2303 | 7012 | 4709 | 2303 |
Profit Streak | 26.4098 | 34.6598 | 26.4098 | 26.4098 | 34.6598 | 26.4098 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493984 | -123933 | -718606 | -404590 | -228797 | -718606 |
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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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