Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920206.4493 | 813785.4987 | 106420.9506 | 8864966.225 | 10642129.646 | -1777163.421 |
Total P&L (%) | 920.2064 | 813.7855 | 106.421 | 8864.9662 | 10642.1296 | -1777.1634 |
Avg Daily Profit (%) | 0.3682 | 0.3256 | 0.0426 | 0.18 | 0.1873 | 0 |
Buy And Hold Return (%) | 740.5382 | 740.5382 | 740.5382 | 740.5382 | 740.5382 | 740.5382 |
Max Trade Drawdown | -102880 | -67370 | -63831 | -6448155 | -3236457 | -4532723 |
Profit Factor | 2.5898 | 3.6831 | 1.3863 | 1.5809 | 2.4494 | 0.7756 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 40.9836 | 39.3443 | 42.623 | 40.9836 | 39.3443 | 42.623 |
Ratio Avg Win / Avg Loss | 3.7294 | 5.6781 | 1.8661 | 2.2765 | 3.7762 | 1.0441 |
Largest Winning Trade | 361595 | 361595 | 49375 | 8688379 | 8688379 | 935048 |
Largest Losing Trade | -25258 | -22583 | -25258 | -2368485 | -1895038 | -2368485 |
Avg Bars in Trades | 120 | 122 | 117 | 120 | 122 | 117 |
Avg Bars in Winners | 193 | 184 | 201 | 193 | 184 | 201 |
Avg Bars in Losers | 69 | 82 | 55 | 69 | 82 | 55 |
Bars Traded | 14641 | 7468 | 7173 | 14641 | 7468 | 7173 |
Profit Streak | 169.1987 | 169.1987 | 197.6987 | 169.1987 | 169.1987 | 197.6987 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77654 | -284199 | -463555 | 324250 | -152537 | -742577 |
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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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