Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955310.9199 | 825092.6701 | 130218.2498 | 14330410.9934 | 16078992.2152 | -1748581.2217 |
Total P&L (%) | 955.3109 | 825.0927 | 130.2183 | 14330.411 | 16078.9922 | -1748.5812 |
Avg Daily Profit (%) | 0.382 | 0.3299 | 0.0521 | 0.199 | 0.2036 | 0 |
Buy And Hold Return (%) | 942.1902 | 942.1902 | 942.1902 | 942.1902 | 942.1902 | 942.1902 |
Max Trade Drawdown | -76035 | -43906 | -70452 | -4503891 | -2889196 | -5885711 |
Profit Factor | 2.779 | 4.6795 | 1.4164 | 1.7022 | 2.9575 | 0.8566 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 50.7813 | 48.4375 | 53.125 | 50.7813 | 48.4375 | 53.125 |
Ratio Avg Win / Avg Loss | 2.6935 | 4.9814 | 1.2497 | 1.6498 | 3.1483 | 0.7558 |
Largest Winning Trade | 372658 | 372658 | 49358 | 10302809 | 10302809 | 1487973 |
Largest Losing Trade | -49643 | -26753 | -49643 | -2803481 | -1723222 | -2803481 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 64 | 69 | 60 | 64 | 69 | 60 |
Avg Bars in Losers | 44 | 44 | 43 | 44 | 44 | 43 |
Bars Traded | 6991 | 3645 | 3346 | 6991 | 3645 | 3346 |
Profit Streak | 72.4167 | 82.75 | 0 | 72.4167 | 82.75 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145549 | -287895 | -427133 | 441127 | -125109 | -719553 |
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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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