Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885454.7278 | 784184.3925 | 101270.3353 | 7063820.774 | 7704586.3664 | -640765.5924 |
Total P&L (%) | 885.4547 | 784.1844 | 101.2703 | 7063.8208 | 7704.5864 | -640.7656 |
Avg Daily Profit (%) | 0.354 | 0.3135 | 0.0405 | 0.1709 | 0.1744 | 0 |
Buy And Hold Return (%) | 785.1343 | 785.1343 | 785.1343 | 785.1343 | 785.1343 | 785.1343 |
Max Trade Drawdown | -119204 | -101770 | -56493 | -4264257 | -2187988 | -2673603 |
Profit Factor | 2.4862 | 3.4178 | 1.3731 | 1.523 | 2.2295 | 0.9115 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 48.9209 | 50.7246 | 47.1429 | 48.9209 | 50.7246 | 47.1429 |
Ratio Avg Win / Avg Loss | 2.5959 | 3.3202 | 1.5395 | 1.5902 | 2.1658 | 1.022 |
Largest Winning Trade | 347436 | 347436 | 38729 | 6556527 | 6556527 | 1391350 |
Largest Losing Trade | -30064 | -22255 | -30064 | -2001683 | -1886411 | -2001683 |
Avg Bars in Trades | 51 | 61 | 40 | 51 | 61 | 40 |
Avg Bars in Winners | 70 | 85 | 55 | 70 | 85 | 55 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 7114 | 4246 | 2867 | 7114 | 4246 | 2867 |
Profit Streak | 105.8111 | 139.8111 | 105.8111 | 105.8111 | 139.8111 | 105.8111 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111026 | -251249 | -397967 | 405111 | -88954 | -674119 |
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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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