Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331531.8831 | 1259662.4053 | 71869.4778 | 4607843.7014 | 5304906.2645 | -697062.5632 |
Total P&L (%) | 1331.5319 | 1259.6624 | 71.8695 | 4607.8437 | 5304.9063 | -697.0626 |
Avg Daily Profit (%) | 0.733 | 0.6935 | 0.0396 | 0.2123 | 0.2199 | 0 |
Buy And Hold Return (%) | 800.5415 | 800.5415 | 800.5415 | 800.5415 | 800.5415 | 800.5415 |
Max Trade Drawdown | -150221 | -89393 | -80545 | -8926849 | -5435728 | -4226800 |
Profit Factor | 2.9702 | 4.3993 | 1.2354 | 1.2615 | 1.5428 | 0.9112 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 53.719 | 50.8197 | 56.6667 | 53.719 | 50.8197 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.559 | 4.2574 | 0.9447 | 1.0868 | 1.493 | 0.6968 |
Largest Winning Trade | 558101 | 558101 | 68816 | 6297743 | 6297743 | 1032918 |
Largest Losing Trade | -59023 | -59023 | -41092 | -2570131 | -2570131 | -2392188 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 31 | 34 | 28 | 31 | 34 | 28 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 3429 | 1835 | 1594 | 3429 | 1835 | 1594 |
Profit Streak | 33.9358 | 102.4358 | 33.9358 | 33.9358 | 102.4358 | 33.9358 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419735 | -150340 | -475304 | 348783 | -150692 | -748274 |
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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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