Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840723.4044 | 723150.7036 | 117572.7008 | 7403243.0572 | 10261536.782 | -2858293.7248 |
Total P&L (%) | 840.7234 | 723.1507 | 117.5727 | 7403.2431 | 10261.5368 | -2858.2937 |
Avg Daily Profit (%) | 0.3362 | 0.2892 | 0.047 | 0.1728 | 0.1858 | 0 |
Buy And Hold Return (%) | 833.942 | 833.942 | 833.942 | 833.942 | 833.942 | 833.942 |
Max Trade Drawdown | -68263 | -46668 | -84926 | -5692466 | -1570204 | -6230436 |
Profit Factor | 2.4852 | 3.928 | 1.3685 | 1.4046 | 2.5019 | 0.7507 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 52.5926 | 47.7612 | 57.3529 | 52.5926 | 47.7612 | 57.3529 |
Ratio Avg Win / Avg Loss | 2.2402 | 4.2962 | 1.0176 | 1.2661 | 2.7364 | 0.5582 |
Largest Winning Trade | 256397 | 256397 | 49332 | 7570830 | 7570830 | 1199392 |
Largest Losing Trade | -65206 | -21768 | -65206 | -3514647 | -973860 | -3514647 |
Avg Bars in Trades | 35 | 45 | 25 | 35 | 45 | 25 |
Avg Bars in Winners | 43 | 55 | 32 | 43 | 55 | 32 |
Avg Bars in Losers | 27 | 36 | 16 | 27 | 36 | 16 |
Bars Traded | 4814 | 3049 | 1765 | 4814 | 3049 | 1765 |
Profit Streak | 79.0155 | 97.5155 | 79.0155 | 79.0155 | 97.5155 | 79.0155 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147652 | -267237 | -402779 | 366690 | -104584 | -688169 |
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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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