Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 876817.9955 | 732438.9599 | 144379.0357 | 18752324.2878 | 35083048.1081 | -16330723.8203 |
Total P&L (%) | 876.818 | 732.439 | 144.379 | 18752.3243 | 35083.0481 | -16330.7238 |
Avg Daily Profit (%) | 0.3505 | 0.2928 | 0.0577 | 0.2097 | 0.2347 | 0 |
Buy And Hold Return (%) | 828.6923 | 828.6923 | 828.6923 | 828.6923 | 828.6923 | 828.6923 |
Max Trade Drawdown | -122751 | -100444 | -97865 | -31020196 | -6006223 | -27616693 |
Profit Factor | 2.5207 | 3.6454 | 1.4817 | 1.3311 | 2.8656 | 0.5683 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Profitability (%) | 53.8462 | 56.338 | 51.3889 | 53.8462 | 56.338 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.1606 | 2.8252 | 1.4016 | 1.141 | 2.2208 | 0.5376 |
Largest Winning Trade | 131745 | 131745 | 61596 | 21932384 | 21932384 | 3751483 |
Largest Losing Trade | -48701 | -45441 | -48701 | -14207823 | -6006223 | -14207823 |
Avg Bars in Trades | 49 | 58 | 40 | 49 | 58 | 40 |
Avg Bars in Winners | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Losers | 29 | 48 | 11 | 29 | 48 | 11 |
Bars Traded | 7048 | 4141 | 2907 | 7048 | 4141 | 2907 |
Profit Streak | 76.5292 | 93.5292 | 76.5292 | 76.5292 | 93.5292 | 76.5292 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131739 | -234644 | -359148 | 368498 | -70694 | -659498 |
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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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