Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861291.5851 | 782606.5394 | 78685.0457 | 4762826.5948 | 5351997.0656 | -589170.4707 |
Total P&L (%) | 861.2916 | 782.6065 | 78.685 | 4762.8266 | 5351.9971 | -589.1705 |
Avg Daily Profit (%) | 0.3445 | 0.313 | 0.0315 | 0.1555 | 0.1601 | 0 |
Buy And Hold Return (%) | 673.6057 | 673.6057 | 673.6057 | 673.6057 | 673.6057 | 673.6057 |
Max Trade Drawdown | -85696 | -60980 | -66712 | -1988195 | -1316118 | -1839502 |
Profit Factor | 2.361 | 3.6674 | 1.2318 | 1.6214 | 2.6126 | 0.8644 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Profitability (%) | 40.8 | 40.3226 | 41.2698 | 40.8 | 40.3226 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.4258 | 5.4278 | 1.753 | 2.3526 | 3.8667 | 1.2301 |
Largest Winning Trade | 343473 | 343473 | 50846 | 2817377 | 2817377 | 584304 |
Largest Losing Trade | -54263 | -21408 | -54263 | -1523978 | -729676 | -1523978 |
Avg Bars in Trades | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Winners | 120 | 125 | 115 | 120 | 125 | 115 |
Avg Bars in Losers | 48 | 48 | 48 | 48 | 48 | 48 |
Bars Traded | 9730 | 4931 | 4799 | 9730 | 4931 | 4799 |
Profit Streak | 84.5248 | 175.5248 | 84.5248 | 84.5248 | 175.5248 | 84.5248 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67608 | -256479 | -465639 | 303907 | -144187 | -728906 |
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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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