Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898586.247 | 801462.4537 | 97123.7933 | 6855721.4044 | 9170231.097 | -2314509.6926 |
Total P&L (%) | 898.5862 | 801.4625 | 97.1238 | 6855.7214 | 9170.2311 | -2314.5097 |
Avg Daily Profit (%) | 0.3594 | 0.3206 | 0.0388 | 0.1698 | 0.1813 | 0 |
Buy And Hold Return (%) | 734.4749 | 734.4749 | 734.4749 | 734.4749 | 734.4749 | 734.4749 |
Max Trade Drawdown | -83973 | -67562 | -61016 | -5386712 | -2031801 | -4073599 |
Profit Factor | 2.2544 | 3.1237 | 1.2865 | 1.4358 | 2.2177 | 0.7177 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 47.482 | 43.4783 | 51.4286 | 47.482 | 43.4783 | 51.4286 |
Ratio Avg Win / Avg Loss | 2.4935 | 4.0608 | 1.2151 | 1.5881 | 2.883 | 0.6779 |
Largest Winning Trade | 351379 | 351379 | 45384 | 7341998 | 7341998 | 922977 |
Largest Losing Trade | -42161 | -42161 | -35249 | -3324539 | -836250 | -3324539 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 90 | 93 | 88 | 90 | 93 | 88 |
Avg Bars in Losers | 52 | 55 | 48 | 52 | 55 | 48 |
Bars Traded | 9791 | 4975 | 4816 | 9791 | 4975 | 4816 |
Profit Streak | 79.7705 | 89.5205 | 79.7705 | 79.7705 | 89.5205 | 79.7705 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81767 | -225900 | -399819 | 381905 | -91435 | -673810 |
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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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