Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947999.0429 | 837433.8121 | 110565.2308 | 10184269.2656 | 10814914.0318 | -630644.7663 |
Total P&L (%) | 947.999 | 837.4338 | 110.5652 | 10184.2693 | 10814.914 | -630.6448 |
Avg Daily Profit (%) | 0.3792 | 0.3349 | 0.0442 | 0.1855 | 0.1879 | 0 |
Buy And Hold Return (%) | 948.9761 | 948.9761 | 948.9761 | 948.9761 | 948.9761 | 948.9761 |
Max Trade Drawdown | -160849 | -95308 | -87961 | -3702196 | -2740120 | -2234164 |
Profit Factor | 2.4316 | 3.3089 | 1.3691 | 1.7074 | 2.3079 | 0.8971 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 47.9339 | 46.6667 | 49.1803 | 47.9339 | 46.6667 | 49.1803 |
Ratio Avg Win / Avg Loss | 2.6412 | 3.7816 | 1.4148 | 1.8546 | 2.6377 | 0.927 |
Largest Winning Trade | 273779 | 273779 | 64116 | 5983869 | 5983869 | 1279630 |
Largest Losing Trade | -46803 | -46803 | -32618 | -1467460 | -1467460 | -1426037 |
Avg Bars in Trades | 60 | 61 | 58 | 60 | 61 | 58 |
Avg Bars in Winners | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 7260 | 3712 | 3548 | 7260 | 3712 | 3548 |
Profit Streak | 85.5988 | 144.2654 | 85.5988 | 85.5988 | 144.2654 | 85.5988 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151097 | -319775 | -460558 | 418599 | -157186 | -742218 |
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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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