Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922756.8699 | 831990.5823 | 90766.2876 | 7425565.7692 | 10804579.0096 | -3379013.2404 |
Total P&L (%) | 922.7569 | 831.9906 | 90.7663 | 7425.5658 | 10804.579 | -3379.0132 |
Avg Daily Profit (%) | 0.369 | 0.3327 | 0.0363 | 0.173 | 0.1878 | 0 |
Buy And Hold Return (%) | 719.3599 | 719.3599 | 719.3599 | 719.3599 | 719.3599 | 719.3599 |
Max Trade Drawdown | -103321 | -68653 | -72154 | -11613238 | -6490262 | -5167327 |
Profit Factor | 2.4506 | 3.3247 | 1.3262 | 1.3021 | 1.831 | 0.7081 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.2925 | 3.3247 | 1.1605 | 1.2181 | 1.831 | 0.6196 |
Largest Winning Trade | 352445 | 352445 | 44899 | 10837601 | 10837601 | 2578957 |
Largest Losing Trade | -32536 | -32536 | -21813 | -2569461 | -2569461 | -1965194 |
Avg Bars in Trades | 40 | 39 | 42 | 40 | 39 | 42 |
Avg Bars in Winners | 54 | 54 | 54 | 54 | 54 | 54 |
Avg Bars in Losers | 26 | 24 | 28 | 26 | 24 | 28 |
Bars Traded | 4889 | 2364 | 2525 | 4889 | 2364 | 2525 |
Profit Streak | 68.0084 | 84.5084 | 68.0084 | 68.0084 | 84.5084 | 68.0084 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62155 | -270160 | -478131 | 338668 | -157214 | -748967 |
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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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