Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781983.3397 | 716446.5038 | 65536.8359 | 4754473.3688 | 6608094.7733 | -1853621.4045 |
Total P&L (%) | 781.9833 | 716.4465 | 65.5368 | 4754.4734 | 6608.0948 | -1853.6214 |
Avg Daily Profit (%) | 0.3127 | 0.2865 | 0.0262 | 0.1554 | 0.1683 | 0 |
Buy And Hold Return (%) | 885.1482 | 885.1482 | 885.1482 | 885.1482 | 885.1482 | 885.1482 |
Max Trade Drawdown | -136934 | -85192 | -107678 | -4220761 | -2873831 | -3957734 |
Profit Factor | 2.3755 | 4.5453 | 1.1788 | 1.4095 | 2.5986 | 0.7521 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.8352 | 5.7574 | 1.3262 | 1.6823 | 3.2915 | 0.8461 |
Largest Winning Trade | 296131 | 296131 | 53815 | 4064071 | 4064071 | 1335070 |
Largest Losing Trade | -49078 | -19818 | -49078 | -2056855 | -768842 | -2056855 |
Avg Bars in Trades | 35 | 22 | 48 | 35 | 22 | 48 |
Avg Bars in Winners | 53 | 36 | 70 | 53 | 36 | 70 |
Avg Bars in Losers | 19 | 11 | 28 | 19 | 11 | 28 |
Bars Traded | 4805 | 1534 | 3271 | 4805 | 1534 | 3271 |
Profit Streak | 126.1405 | 126.1405 | 132.6405 | 126.1405 | 126.1405 | 132.6405 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152256 | -260440 | -457086 | 303496 | -98179 | -690420 |
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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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