Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968679.3669 | 952479.9502 | 16199.4167 | 930541.5992 | 1833299.8891 | -902758.2899 |
Total P&L (%) | 968.6794 | 952.48 | 16.1994 | 930.5416 | 1833.2999 | -902.7583 |
Avg Daily Profit (%) | 0.5344 | 0.5255 | 0.0089 | 0.1288 | 0.1635 | 0 |
Buy And Hold Return (%) | 556.4659 | 556.4659 | 556.4659 | 556.4659 | 556.4659 | 556.4659 |
Max Trade Drawdown | -105308 | -86911 | -84175 | -2105177 | -1318997 | -1125897 |
Profit Factor | 2.3947 | 3.5858 | 1.0497 | 1.1096 | 1.4178 | 0.78 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 51.2195 | 45.1613 | 57.377 | 51.2195 | 45.1613 | 57.377 |
Ratio Avg Win / Avg Loss | 2.2807 | 4.3542 | 0.7797 | 1.0567 | 1.7216 | 0.5794 |
Largest Winning Trade | 515341 | 515341 | 69707 | 1882084 | 1882084 | 559848 |
Largest Losing Trade | -42600 | -42600 | -40601 | -648023 | -444629 | -648023 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Losers | 20 | 20 | 21 | 20 | 20 | 21 |
Bars Traded | 3487 | 1587 | 1900 | 3487 | 1587 | 1900 |
Profit Streak | 28.913 | 82.413 | 28.913 | 28.913 | 82.413 | 28.913 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326466 | -145651 | -674417 | -127517 | -147626 | -740961 |
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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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