Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901737.4071 | 803722.4435 | 98014.9636 | 7122661.5367 | 5802940.0377 | 1319721.499 |
Total P&L (%) | 901.7374 | 803.7224 | 98.015 | 7122.6615 | 5802.94 | 1319.7215 |
Avg Daily Profit (%) | 0.3606 | 0.3214 | 0.0392 | 0.1713 | 0.1632 | 0.1062 |
Buy And Hold Return (%) | 623.1473 | 623.1473 | 623.1473 | 623.1473 | 623.1473 | 623.1473 |
Max Trade Drawdown | -126417 | -95228 | -54707 | -973615 | -614578 | -886285 |
Profit Factor | 2.3849 | 3.2894 | 1.3266 | 2.1822 | 2.9358 | 1.4359 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 56.6434 | 53.5211 | 59.7222 | 56.6434 | 53.5211 | 59.7222 |
Ratio Avg Win / Avg Loss | 1.8255 | 2.8566 | 0.8947 | 1.6703 | 2.5495 | 0.9684 |
Largest Winning Trade | 381355 | 381355 | 53914 | 3054716 | 3054716 | 821625 |
Largest Losing Trade | -42898 | -42898 | -34696 | -886285 | -512825 | -886285 |
Avg Bars in Trades | 49 | 62 | 36 | 49 | 62 | 36 |
Avg Bars in Winners | 57 | 74 | 42 | 57 | 74 | 42 |
Avg Bars in Losers | 39 | 50 | 26 | 39 | 50 | 26 |
Bars Traded | 7068 | 4465 | 2603 | 7068 | 4465 | 2603 |
Profit Streak | 69.5919 | 116.2585 | 69.5919 | 69.5919 | 116.2585 | 69.5919 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10527 | -145525 | -385097 | 509492 | -71936 | -135054 |
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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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