Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 965888.9076 | 836824.4073 | 129064.5003 | 10354834.2319 | 10651085.0345 | -296250.8027 |
Total P&L (%) | 965.8889 | 836.8244 | 129.0645 | 10354.8342 | 10651.085 | -296.2508 |
Avg Daily Profit (%) | 0.3863 | 0.3347 | 0.0516 | 0.1861 | 0.1873 | 0 |
Buy And Hold Return (%) | 897.6755 | 897.6755 | 897.6755 | 897.6755 | 897.6755 | 897.6755 |
Max Trade Drawdown | -100044 | -56199 | -73195 | -4488453 | -1179716 | -3914824 |
Profit Factor | 2.4967 | 4.1917 | 1.3368 | 1.7324 | 3.0468 | 0.9668 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 52.0833 | 48.6111 | 55.5556 | 52.0833 | 48.6111 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.2969 | 4.4312 | 1.0695 | 1.5938 | 3.2209 | 0.7735 |
Largest Winning Trade | 315813 | 315813 | 47670 | 4476997 | 4476997 | 680197 |
Largest Losing Trade | -58028 | -20173 | -58028 | -3410907 | -623680 | -3410907 |
Avg Bars in Trades | 51 | 53 | 48 | 51 | 53 | 48 |
Avg Bars in Winners | 61 | 63 | 58 | 61 | 63 | 58 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 7349 | 3885 | 3464 | 7349 | 3885 | 3464 |
Profit Streak | 16.5123 | 0 | 69.8456 | 16.5123 | 0 | 69.8456 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126522 | -229384 | -366941 | 447416 | -66249 | -658269 |
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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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