Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983904.5983 | 856770.2252 | 127134.3731 | 18570700.7027 | 19277443.5011 | -706742.7984 |
Total P&L (%) | 983.9046 | 856.7702 | 127.1344 | 18570.7007 | 19277.4435 | -706.7428 |
Avg Daily Profit (%) | 0.3935 | 0.3427 | 0.0508 | 0.2094 | 0.2109 | 0 |
Buy And Hold Return (%) | 873.4678 | 873.4678 | 873.4678 | 873.4678 | 873.4678 | 873.4678 |
Max Trade Drawdown | -63038 | -57181 | -51442 | -3472564 | -2864433 | -4460369 |
Profit Factor | 2.6997 | 3.8973 | 1.449 | 1.9656 | 3.0021 | 0.9264 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 41.6667 | 38.8889 | 44.4444 | 41.6667 | 38.8889 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.7796 | 6.1244 | 1.8112 | 2.7519 | 4.7176 | 1.158 |
Largest Winning Trade | 360355 | 360355 | 54772 | 12609489 | 12609489 | 1996918 |
Largest Losing Trade | -25417 | -22636 | -25417 | -3472564 | -1669723 | -3472564 |
Avg Bars in Trades | 50 | 49 | 50 | 50 | 49 | 50 |
Avg Bars in Winners | 82 | 87 | 78 | 82 | 87 | 78 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 7249 | 3587 | 3662 | 7249 | 3587 | 3662 |
Profit Streak | 34.3308 | 0 | 36.9974 | 34.3308 | 0 | 36.9974 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113918 | -233313 | -369757 | 343219 | -69914 | -660185 |
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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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