Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859827.3191 | 769825.5705 | 90001.7486 | 6168552.1902 | 8274936.8473 | -2106384.657 |
Total P&L (%) | 859.8273 | 769.8256 | 90.0017 | 6168.5522 | 8274.9368 | -2106.3847 |
Avg Daily Profit (%) | 0.3439 | 0.3079 | 0.036 | 0.1656 | 0.1772 | 0 |
Buy And Hold Return (%) | 775.35 | 775.35 | 775.35 | 775.35 | 775.35 | 775.35 |
Max Trade Drawdown | -139686 | -114726 | -88335 | -4691064 | -2891241 | -4962375 |
Profit Factor | 2.4668 | 3.3417 | 1.3496 | 1.3043 | 1.7865 | 0.784 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 52.1008 | 47.4576 | 56.6667 | 52.1008 | 47.4576 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.2679 | 3.6998 | 1.032 | 1.1991 | 1.9779 | 0.5995 |
Largest Winning Trade | 335759 | 335759 | 57211 | 6864418 | 6864418 | 1513830 |
Largest Losing Trade | -31156 | -28000 | -31156 | -2775693 | -2473120 | -2775693 |
Avg Bars in Trades | 59 | 72 | 47 | 59 | 72 | 47 |
Avg Bars in Winners | 79 | 105 | 58 | 79 | 105 | 58 |
Avg Bars in Losers | 38 | 42 | 33 | 38 | 42 | 33 |
Bars Traded | 7116 | 4255 | 2861 | 7116 | 4255 | 2861 |
Profit Streak | 105.4634 | 140.13 | 105.4634 | 105.4634 | 140.13 | 105.4634 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116366 | -327526 | -477957 | 338413 | -165866 | -748532 |
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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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