Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806282.2339 | 709187.4938 | 97094.7401 | 6349988.652 | 6771974.7805 | -421986.1285 |
Total P&L (%) | 806.2822 | 709.1875 | 97.0947 | 6349.9887 | 6771.9748 | -421.9861 |
Avg Daily Profit (%) | 0.3224 | 0.2836 | 0.0388 | 0.1668 | 0.1693 | 0 |
Buy And Hold Return (%) | 709.0856 | 709.0856 | 709.0856 | 709.0856 | 709.0856 | 709.0856 |
Max Trade Drawdown | -88001 | -77798 | -60052 | -2317399 | -838441 | -2663382 |
Profit Factor | 2.4399 | 3.3058 | 1.3847 | 1.8742 | 3.3082 | 0.9025 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 56.7568 | 56.3636 | 57.1429 | 56.7568 | 56.3636 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.859 | 2.5593 | 1.0385 | 1.428 | 2.5612 | 0.6769 |
Largest Winning Trade | 170330 | 170330 | 54751 | 3213375 | 3213375 | 932673 |
Largest Losing Trade | -55450 | -55450 | -38487 | -1665296 | -631718 | -1665296 |
Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
Avg Bars in Winners | 49 | 49 | 48 | 49 | 49 | 48 |
Avg Bars in Losers | 36 | 56 | 15 | 36 | 56 | 15 |
Bars Traded | 4846 | 2912 | 1934 | 4846 | 2912 | 1934 |
Profit Streak | 67.8097 | 137.8097 | 67.8097 | 67.8097 | 137.8097 | 67.8097 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107258 | -328930 | -484780 | 444268 | -164169 | -759348 |
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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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