Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869819.7288 | 785696.2522 | 84123.4766 | 5326161.2167 | 9134213.5338 | -3808052.3171 |
Total P&L (%) | 869.8197 | 785.6963 | 84.1235 | 5326.1612 | 9134.2135 | -3808.0523 |
Avg Daily Profit (%) | 0.3479 | 0.3143 | 0.0336 | 0.1599 | 0.1812 | 0 |
Buy And Hold Return (%) | 784.9509 | 784.9509 | 784.9509 | 784.9509 | 784.9509 | 784.9509 |
Max Trade Drawdown | -105079 | -69125 | -105984 | -5617888 | -2198413 | -6826466 |
Profit Factor | 2.5945 | 4.138 | 1.285 | 1.3209 | 2.528 | 0.6414 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 49.1525 | 44.0678 | 54.2373 | 49.1525 | 44.0678 | 54.2373 |
Ratio Avg Win / Avg Loss | 2.684 | 5.2521 | 1.0843 | 1.3665 | 3.2086 | 0.5411 |
Largest Winning Trade | 339042 | 339042 | 51054 | 4676069 | 4676069 | 1285271 |
Largest Losing Trade | -65398 | -21053 | -65398 | -4576014 | -729746 | -4576014 |
Avg Bars in Trades | 38 | 39 | 38 | 38 | 39 | 38 |
Avg Bars in Winners | 51 | 56 | 47 | 51 | 56 | 47 |
Avg Bars in Losers | 26 | 26 | 27 | 26 | 26 | 27 |
Bars Traded | 4582 | 2328 | 2254 | 4582 | 2328 | 2254 |
Profit Streak | 162.6761 | 162.6761 | 170.6761 | 162.6761 | 162.6761 | 170.6761 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116524 | -327326 | -488889 | 328665 | -165325 | -755941 |
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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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