Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955820.3718 | 834529.6285 | 121290.7433 | 7056988.7322 | 9101966.0479 | -2044977.3157 |
Total P&L (%) | 955.8204 | 834.5296 | 121.2907 | 7056.9887 | 9101.966 | -2044.9773 |
Avg Daily Profit (%) | 0.3825 | 0.3339 | 0.0485 | 0.171 | 0.1811 | 0 |
Buy And Hold Return (%) | 693.979 | 693.979 | 693.979 | 693.979 | 693.979 | 693.979 |
Max Trade Drawdown | -104960 | -41893 | -76881 | -5564046 | -2063132 | -5176809 |
Profit Factor | 2.5058 | 3.8723 | 1.3523 | 1.3611 | 2.0918 | 0.8175 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 51.1628 | 47.6923 | 54.6875 | 51.1628 | 47.6923 | 54.6875 |
Ratio Avg Win / Avg Loss | 2.3919 | 4.2471 | 1.1205 | 1.2992 | 2.2942 | 0.6774 |
Largest Winning Trade | 347758 | 347758 | 50695 | 3733056 | 3733056 | 1697099 |
Largest Losing Trade | -76361 | -24085 | -76361 | -5068510 | -1263850 | -5068510 |
Avg Bars in Trades | 113 | 117 | 109 | 113 | 117 | 109 |
Avg Bars in Winners | 151 | 168 | 137 | 151 | 168 | 137 |
Avg Bars in Losers | 72 | 70 | 76 | 72 | 70 | 76 |
Bars Traded | 14612 | 7605 | 7007 | 14612 | 7605 | 7007 |
Profit Streak | 68.1798 | 77.0132 | 68.1798 | 68.1798 | 77.0132 | 68.1798 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32147 | -218231 | -431479 | 364349 | -119759 | -718792 |
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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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