Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887669.4981 | 784190.4954 | 103479.0027 | 9356002.1385 | 10305090.4818 | -949088.3434 |
Total P&L (%) | 887.6695 | 784.1905 | 103.479 | 9356.0021 | 10305.0905 | -949.0883 |
Avg Daily Profit (%) | 0.355 | 0.3136 | 0.0414 | 0.1821 | 0.1859 | 0 |
Buy And Hold Return (%) | 813.5686 | 813.5686 | 813.5686 | 813.5686 | 813.5686 | 813.5686 |
Max Trade Drawdown | -67879 | -57755 | -71623 | -3340325 | -1645054 | -2694238 |
Profit Factor | 2.5534 | 3.8563 | 1.3485 | 1.9014 | 3.2496 | 0.8363 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 41.0256 | 39.6552 | 42.3729 | 41.0256 | 39.6552 | 42.3729 |
Ratio Avg Win / Avg Loss | 3.6704 | 5.8682 | 1.834 | 2.7333 | 4.9451 | 1.1374 |
Largest Winning Trade | 337348 | 337348 | 50801 | 6889074 | 6889074 | 786734 |
Largest Losing Trade | -36136 | -18963 | -36136 | -1485302 | -692011 | -1485302 |
Avg Bars in Trades | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Winners | 101 | 100 | 101 | 101 | 100 | 101 |
Avg Bars in Losers | 35 | 39 | 30 | 35 | 39 | 30 |
Bars Traded | 7272 | 3702 | 3570 | 7272 | 3702 | 3570 |
Profit Streak | 155.6847 | 170.018 | 155.6847 | 155.6847 | 170.018 | 155.6847 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125008 | -333201 | -480600 | 349107 | -169259 | -757793 |
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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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