Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 767370.4767 | 675477.5371 | 91892.9396 | 4379910.7801 | 5265765.6765 | -885854.8963 |
Total P&L (%) | 767.3705 | 675.4775 | 91.8929 | 4379.9108 | 5265.7657 | -885.8549 |
Avg Daily Profit (%) | 0.3068 | 0.2701 | 0.0367 | 0.1521 | 0.1594 | 0 |
Buy And Hold Return (%) | 830.1399 | 830.1399 | 830.1399 | 830.1399 | 830.1399 | 830.1399 |
Max Trade Drawdown | -65206 | -56760 | -65206 | -3184840 | -772463 | -2452345 |
Profit Factor | 2.3976 | 3.7519 | 1.3027 | 1.5399 | 2.747 | 0.8263 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 52.8455 | 49.1803 | 56.4516 | 52.8455 | 49.1803 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.1394 | 3.877 | 1.0049 | 1.374 | 2.8386 | 0.6374 |
Largest Winning Trade | 308748 | 308748 | 41661 | 3753377 | 3753377 | 903021 |
Largest Losing Trade | -65206 | -32347 | -65206 | -1516844 | -772463 | -1516844 |
Avg Bars in Trades | 38 | 48 | 28 | 38 | 48 | 28 |
Avg Bars in Winners | 44 | 60 | 30 | 44 | 60 | 30 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 4730 | 2933 | 1797 | 4730 | 2933 | 1797 |
Profit Streak | 74.7292 | 92.7292 | 74.7292 | 74.7292 | 92.7292 | 74.7292 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150598 | -311701 | -462002 | 348828 | -148945 | -733286 |
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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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