Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936639.5272 | 844918.3842 | 91721.143 | 5618638.5719 | 10521091.1026 | -4902452.5307 |
Total P&L (%) | 936.6395 | 844.9184 | 91.7211 | 5618.6386 | 10521.0911 | -4902.4525 |
Avg Daily Profit (%) | 0.3747 | 0.338 | 0.0367 | 0.162 | 0.1868 | 0 |
Buy And Hold Return (%) | 748.5311 | 748.5311 | 748.5311 | 748.5311 | 748.5311 | 748.5311 |
Max Trade Drawdown | -89297 | -60029 | -97155 | -6759561 | -3181393 | -8833481 |
Profit Factor | 2.1475 | 2.9964 | 1.2334 | 1.1931 | 1.7486 | 0.6741 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 123 | 56 | 67 | 123 | 56 | 67 |
Losing Trades | 129 | 70 | 59 | 129 | 70 | 59 |
Profitability (%) | 48.8095 | 44.4444 | 53.1746 | 48.8095 | 44.4444 | 53.1746 |
Ratio Avg Win / Avg Loss | 2.2523 | 3.7456 | 1.0861 | 1.2513 | 2.1858 | 0.5936 |
Largest Winning Trade | 341956 | 341956 | 50859 | 7391141 | 7391141 | 1193501 |
Largest Losing Trade | -70628 | -28046 | -70628 | -5809647 | -1602788 | -5809647 |
Avg Bars in Trades | 37 | 36 | 37 | 37 | 36 | 37 |
Avg Bars in Winners | 47 | 52 | 43 | 47 | 52 | 43 |
Avg Bars in Losers | 26 | 24 | 29 | 26 | 24 | 29 |
Bars Traded | 9333 | 4642 | 4691 | 9333 | 4642 | 4691 |
Profit Streak | 73.6705 | 80.6705 | 0 | 73.6705 | 80.6705 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72565 | -112598 | -309798 | 36560 | 339035 | -580586 |
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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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