Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753160.538 | 664939.8018 | 88220.7362 | 4283593.8308 | 5401632.4624 | -1118038.6316 |
Total P&L (%) | 753.1605 | 664.9398 | 88.2207 | 4283.5938 | 5401.6325 | -1118.0386 |
Avg Daily Profit (%) | 0.3012 | 0.2659 | 0.0353 | 0.1513 | 0.1604 | 0 |
Buy And Hold Return (%) | 716.2824 | 716.2824 | 716.2824 | 716.2824 | 716.2824 | 716.2824 |
Max Trade Drawdown | -63786 | -60846 | -70669 | -1803447 | -497526 | -2086844 |
Profit Factor | 2.2477 | 4.2358 | 1.2216 | 1.672 | 3.9468 | 0.7538 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 57.0313 | 57.8125 | 56.25 | 57.0313 | 57.8125 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6935 | 3.091 | 0.9501 | 1.2597 | 2.8801 | 0.5863 |
Largest Winning Trade | 246980 | 246980 | 46550 | 2697528 | 2697528 | 450584 |
Largest Losing Trade | -61128 | -27545 | -61128 | -858561 | -425985 | -858561 |
Avg Bars in Trades | 76 | 79 | 72 | 76 | 79 | 72 |
Avg Bars in Winners | 85 | 79 | 92 | 85 | 79 | 92 |
Avg Bars in Losers | 63 | 80 | 47 | 63 | 80 | 47 |
Bars Traded | 9745 | 5107 | 4638 | 9745 | 5107 | 4638 |
Profit Streak | 80.0336 | 129.7836 | 80.0336 | 80.0336 | 129.7836 | 80.0336 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134365 | -286724 | -451411 | 403622 | -122061 | -718590 |
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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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