Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721509.2555 | 635585.0751 | 85924.1804 | 4004032.1028 | 4683553.3155 | -679521.2127 |
Total P&L (%) | 721.5093 | 635.5851 | 85.9242 | 4004.0321 | 4683.5533 | -679.5212 |
Avg Daily Profit (%) | 0.2886 | 0.2542 | 0.0344 | 0.1487 | 0.1548 | 0 |
Buy And Hold Return (%) | 748.1113 | 748.1113 | 748.1113 | 748.1113 | 748.1113 | 748.1113 |
Max Trade Drawdown | -101729 | -71103 | -78206 | -1346543 | -483616 | -1814996 |
Profit Factor | 2.0953 | 3.5305 | 1.2108 | 1.665 | 3.469 | 0.8352 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 55.0388 | 54.6875 | 55.3846 | 55.0388 | 54.6875 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.7117 | 2.9253 | 0.9754 | 1.3602 | 2.8743 | 0.6728 |
Largest Winning Trade | 156435 | 156435 | 46748 | 1135723 | 1135723 | 582676 |
Largest Losing Trade | -65290 | -21786 | -65290 | -1105203 | -437867 | -1105203 |
Avg Bars in Trades | 73 | 78 | 67 | 73 | 78 | 67 |
Avg Bars in Winners | 80 | 79 | 80 | 80 | 79 | 80 |
Avg Bars in Losers | 64 | 76 | 52 | 64 | 76 | 52 |
Bars Traded | 9432 | 5013 | 4419 | 9432 | 5013 | 4419 |
Profit Streak | 79.5363 | 117.5363 | 79.5363 | 79.5363 | 117.5363 | 79.5363 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151040 | -288173 | -445315 | 315006 | -123820 | -711202 |
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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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