Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3137938.3863 | 3071219.4791 | 66718.9072 | 980488.3056 | -1033538.965 | 2014027.2706 |
Total P&L (%) | 3137.9384 | 3071.2195 | 66.7189 | 980.4883 | -1033.539 | 2014.0273 |
Avg Daily Profit (%) | 1.5062 | 1.4742 | 0.032 | 0.1143 | 0 | 0.1466 |
Buy And Hold Return (%) | 441.7333 | 441.7333 | 441.7333 | 441.7333 | 441.7333 | 441.7333 |
Max Trade Drawdown | -158807 | -135892 | -35502 | -11819171 | -10965380 | -2530045 |
Profit Factor | 5.1007 | 5.9146 | 1.4755 | 1.0363 | 0.9548 | 1.4834 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 49.6403 | 44.9275 | 54.2857 | 49.6403 | 44.9275 | 54.2857 |
Ratio Avg Win / Avg Loss | 5.1746 | 7.2502 | 1.2425 | 1.0513 | 1.1704 | 1.2492 |
Largest Winning Trade | 2935041 | 2935041 | 22089 | 8224514 | 8224514 | 1878635 |
Largest Losing Trade | -58439 | -58439 | -16087 | -4359966 | -4359966 | -1303104 |
Avg Bars in Trades | 176 | 335 | 19 | 176 | 335 | 19 |
Avg Bars in Winners | 144 | 294 | 22 | 144 | 294 | 22 |
Avg Bars in Losers | 207 | 369 | 15 | 207 | 369 | 15 |
Bars Traded | 24540 | 23165 | 1375 | 24540 | 23165 | 1375 |
Profit Streak | 11.7054 | 0 | 63.4554 | 11.7054 | 0 | 63.4554 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 810155 | -81745 | -407515 | -225165 | -683042 | -90278 |
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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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