Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958717.2972 | 841160.9169 | 117556.3802 | 10797519.2537 | 11441356.7574 | -643837.5037 |
Total P&L (%) | 958.7173 | 841.1609 | 117.5564 | 10797.5193 | 11441.3568 | -643.8375 |
Avg Daily Profit (%) | 0.3834 | 0.3364 | 0.047 | 0.1878 | 0.1901 | 0 |
Buy And Hold Return (%) | 816.5538 | 816.5538 | 816.5538 | 816.5538 | 816.5538 | 816.5538 |
Max Trade Drawdown | -61406 | -59199 | -56625 | -4318230 | -2634686 | -3627257 |
Profit Factor | 2.6188 | 3.7351 | 1.4129 | 1.7239 | 2.6665 | 0.92 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 40 | 38.7097 | 41.2698 | 40 | 38.7097 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.9283 | 5.914 | 2.0107 | 2.5858 | 4.222 | 1.3093 |
Largest Winning Trade | 336091 | 336091 | 49414 | 7344608 | 7344608 | 1671690 |
Largest Losing Trade | -56625 | -33894 | -56625 | -2264056 | -1823550 | -2264056 |
Avg Bars in Trades | 77 | 77 | 78 | 77 | 77 | 78 |
Avg Bars in Winners | 128 | 128 | 127 | 128 | 128 | 127 |
Avg Bars in Losers | 44 | 45 | 43 | 44 | 45 | 43 |
Bars Traded | 9717 | 4795 | 4922 | 9717 | 4795 | 4922 |
Profit Streak | 161.4485 | 176.6985 | 161.4485 | 161.4485 | 176.6985 | 161.4485 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99187 | -298210 | -443395 | 324927 | -144839 | -728498 |
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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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