Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842733.4529 | 732124.1907 | 110609.2622 | 11066057.3739 | 13625274.6145 | -2559217.2407 |
Total P&L (%) | 842.7335 | 732.1242 | 110.6093 | 11066.0574 | 13625.2746 | -2559.2172 |
Avg Daily Profit (%) | 0.3371 | 0.2929 | 0.0442 | 0.1888 | 0.1971 | 0 |
Buy And Hold Return (%) | 725.3687 | 725.3687 | 725.3687 | 725.3687 | 725.3687 | 725.3687 |
Max Trade Drawdown | -91304 | -74193 | -69307 | -5365954 | -2967199 | -6281749 |
Profit Factor | 2.4057 | 3.3932 | 1.3767 | 1.5919 | 2.6055 | 0.7493 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 55.2 | 54.8387 | 55.5556 | 55.2 | 54.8387 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.9524 | 2.7944 | 1.1014 | 1.292 | 2.1457 | 0.5995 |
Largest Winning Trade | 174631 | 174631 | 63763 | 6662464 | 6662464 | 923328 |
Largest Losing Trade | -38937 | -38937 | -27455 | -1877083 | -1784229 | -1877083 |
Avg Bars in Trades | 75 | 90 | 61 | 75 | 90 | 61 |
Avg Bars in Winners | 84 | 82 | 86 | 84 | 82 | 86 |
Avg Bars in Losers | 64 | 98 | 30 | 64 | 98 | 30 |
Bars Traded | 9484 | 5586 | 3898 | 9484 | 5586 | 3898 |
Profit Streak | 115.1612 | 115.1612 | 119.1612 | 115.1612 | 115.1612 | 119.1612 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99289 | -300549 | -444041 | 438038 | -140008 | -725779 |
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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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