Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945127.3632 | 831892.8605 | 113234.5027 | 10315896.7655 | 10683392.3495 | -367495.584 |
Total P&L (%) | 945.1274 | 831.8929 | 113.2345 | 10315.8968 | 10683.3923 | -367.4956 |
Avg Daily Profit (%) | 0.378 | 0.3327 | 0.0453 | 0.186 | 0.1874 | 0 |
Buy And Hold Return (%) | 724.6718 | 724.6718 | 724.6718 | 724.6718 | 724.6718 | 724.6718 |
Max Trade Drawdown | -90494 | -60894 | -48485 | -5891825 | -3843228 | -2406524 |
Profit Factor | 2.462 | 3.487 | 1.363 | 1.6116 | 2.1426 | 0.9511 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Profitability (%) | 44.5255 | 44.1176 | 44.9275 | 44.5255 | 44.1176 | 44.9275 |
Ratio Avg Win / Avg Loss | 3.0674 | 4.4169 | 1.6707 | 2.008 | 2.7139 | 1.1659 |
Largest Winning Trade | 336634 | 336634 | 46755 | 6917247 | 6917247 | 1842862 |
Largest Losing Trade | -41927 | -41927 | -41401 | -1793149 | -1793149 | -1361919 |
Avg Bars in Trades | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Winners | 47 | 50 | 45 | 47 | 50 | 45 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 4762 | 2466 | 2296 | 4762 | 2466 | 2296 |
Profit Streak | 29.7154 | 0 | 34.2154 | 29.7154 | 0 | 34.2154 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58108 | -215650 | -400013 | 350733 | -99740 | -682500 |
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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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