Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870185.564 | 785918.0374 | 84267.5267 | 5779772.8287 | 6133381.868 | -353609.0393 |
Total P&L (%) | 870.1856 | 785.918 | 84.2675 | 5779.7728 | 6133.3819 | -353.609 |
Avg Daily Profit (%) | 0.3482 | 0.3145 | 0.0337 | 0.1632 | 0.1655 | 0 |
Buy And Hold Return (%) | 630.0066 | 630.0066 | 630.0066 | 630.0066 | 630.0066 | 630.0066 |
Max Trade Drawdown | -77975 | -52329 | -68472 | -2187431 | -1529337 | -888543 |
Profit Factor | 2.3901 | 3.5003 | 1.2704 | 1.8361 | 2.7476 | 0.8961 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 40 | 38.4615 | 41.5385 | 40 | 38.4615 | 41.5385 |
Ratio Avg Win / Avg Loss | 3.5851 | 5.6005 | 1.7879 | 2.7542 | 4.3962 | 1.2612 |
Largest Winning Trade | 352269 | 352269 | 51670 | 3554430 | 3554430 | 656920 |
Largest Losing Trade | -50665 | -22776 | -50665 | -759872 | -759872 | -696224 |
Avg Bars in Trades | 113 | 110 | 116 | 113 | 110 | 116 |
Avg Bars in Winners | 183 | 189 | 178 | 183 | 189 | 178 |
Avg Bars in Losers | 66 | 61 | 71 | 66 | 61 | 71 |
Bars Traded | 14735 | 7195 | 7540 | 14735 | 7195 | 7540 |
Profit Streak | 125.3906 | 125.5572 | 125.3906 | 125.3906 | 125.5572 | 125.3906 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35473 | -208560 | -446902 | 325725 | -122500 | -713401 |
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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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