Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001319.0029 | 880781.642 | 120537.3608 | 10911781.1978 | 12896083.0127 | -1984301.8148 |
Total P&L (%) | 1001.319 | 880.7816 | 120.5374 | 10911.7812 | 12896.083 | -1984.3018 |
Avg Daily Profit (%) | 0.4005 | 0.3523 | 0.0482 | 0.1882 | 0.1949 | 0 |
Buy And Hold Return (%) | 730.5366 | 730.5366 | 730.5366 | 730.5366 | 730.5366 | 730.5366 |
Max Trade Drawdown | -109958 | -60121 | -88549 | -8419078 | -3660616 | -7535479 |
Profit Factor | 2.5014 | 3.4675 | 1.3889 | 1.4022 | 1.9193 | 0.8485 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 47.2868 | 45.3125 | 49.2308 | 47.2868 | 45.3125 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.7885 | 4.1849 | 1.4323 | 1.5631 | 2.3163 | 0.875 |
Largest Winning Trade | 339724 | 339724 | 54602 | 6881163 | 6881163 | 2006180 |
Largest Losing Trade | -61125 | -34362 | -61125 | -5841904 | -1970432 | -5841904 |
Avg Bars in Trades | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Winners | 71 | 70 | 71 | 71 | 70 | 71 |
Avg Bars in Losers | 43 | 44 | 43 | 43 | 44 | 43 |
Bars Traded | 7326 | 3604 | 3722 | 7326 | 3604 | 3722 |
Profit Streak | 0 | 165.962 | 0 | 0 | 165.962 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36654 | -226136 | -425657 | 325566 | -128676 | -712757 |
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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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