Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913715.2468 | 798760.053 | 114955.1939 | 9914272.9888 | 11504659.0738 | -1590386.085 |
Total P&L (%) | 913.7152 | 798.7601 | 114.9552 | 9914.273 | 11504.6591 | -1590.3861 |
Avg Daily Profit (%) | 0.3655 | 0.3195 | 0.046 | 0.1844 | 0.1903 | 0 |
Buy And Hold Return (%) | 710.7272 | 710.7272 | 710.7272 | 710.7272 | 710.7272 | 710.7272 |
Max Trade Drawdown | -81529 | -63790 | -89259 | -4065337 | -1876780 | -5505086 |
Profit Factor | 2.4847 | 3.8589 | 1.3421 | 1.5599 | 2.5669 | 0.8466 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 48.5075 | 47.7612 | 49.2537 | 48.5075 | 47.7612 | 49.2537 |
Ratio Avg Win / Avg Loss | 2.6376 | 4.2207 | 1.3828 | 1.6559 | 2.8075 | 0.8722 |
Largest Winning Trade | 365096 | 365096 | 50099 | 5926275 | 5926275 | 977782 |
Largest Losing Trade | -54987 | -19365 | -54987 | -3127968 | -742398 | -3127968 |
Avg Bars in Trades | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Winners | 77 | 77 | 76 | 77 | 77 | 76 |
Avg Bars in Losers | 61 | 71 | 50 | 61 | 71 | 50 |
Bars Traded | 9243 | 5013 | 4230 | 9243 | 5013 | 4230 |
Profit Streak | 68.8745 | 75.8745 | 0 | 68.8745 | 75.8745 | 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 | -62401 | -228496 | -413904 | 396749 | -104421 | -697748 |
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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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