Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868093.9188 | 771425.7807 | 96668.1381 | 4759292.5359 | 6477061.344 | -1717768.8081 |
Total P&L (%) | 868.0939 | 771.4258 | 96.6681 | 4759.2925 | 6477.0613 | -1717.7688 |
Avg Daily Profit (%) | 0.3472 | 0.3085 | 0.0387 | 0.1554 | 0.1676 | 0 |
Buy And Hold Return (%) | 697.2502 | 697.2502 | 697.2502 | 697.2502 | 697.2502 | 697.2502 |
Max Trade Drawdown | -83211 | -47869 | -85883 | -3846588 | -2358783 | -4203288 |
Profit Factor | 2.469 | 3.6009 | 1.3284 | 1.3785 | 2.161 | 0.7544 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 47.2727 | 47.2727 | 47.2727 | 47.2727 | 47.2727 | 47.2727 |
Ratio Avg Win / Avg Loss | 2.7538 | 4.0164 | 1.4817 | 1.5376 | 2.4103 | 0.8414 |
Largest Winning Trade | 347129 | 347129 | 50846 | 3750813 | 3750813 | 972002 |
Largest Losing Trade | -71330 | -34303 | -71330 | -3310920 | -1067352 | -3310920 |
Avg Bars in Trades | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Winners | 65 | 66 | 64 | 65 | 66 | 64 |
Avg Bars in Losers | 25 | 23 | 27 | 25 | 23 | 27 |
Bars Traded | 4913 | 2435 | 2478 | 4913 | 2435 | 2478 |
Profit Streak | 168.7741 | 168.7741 | 183.2741 | 168.7741 | 168.7741 | 183.2741 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74904 | -297095 | -486538 | 354902 | -168277 | -760536 |
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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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