Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744459.7818 | 645085.6116 | 99374.1703 | 4232123.9287 | 5227020.4221 | -994896.4934 |
Total P&L (%) | 744.4598 | 645.0856 | 99.3742 | 4232.1239 | 5227.0204 | -994.8965 |
Avg Daily Profit (%) | 0.2977 | 0.258 | 0.0397 | 0.1508 | 0.1591 | 0 |
Buy And Hold Return (%) | 995.3006 | 995.3006 | 995.3006 | 995.3006 | 995.3006 | 995.3006 |
Max Trade Drawdown | -79449 | -35254 | -65206 | -3900784 | -1857163 | -2331763 |
Profit Factor | 2.3632 | 3.2661 | 1.3801 | 1.5397 | 2.358 | 0.7508 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 51.938 | 53.125 | 50.7692 | 51.938 | 53.125 | 50.7692 |
Ratio Avg Win / Avg Loss | 2.1869 | 2.8818 | 1.3383 | 1.4248 | 2.0806 | 0.728 |
Largest Winning Trade | 307595 | 307595 | 39989 | 5019484 | 5019484 | 506590 |
Largest Losing Trade | -65206 | -24113 | -65206 | -1080075 | -974190 | -1080075 |
Avg Bars in Trades | 35 | 46 | 24 | 35 | 46 | 24 |
Avg Bars in Winners | 40 | 49 | 31 | 40 | 49 | 31 |
Avg Bars in Losers | 29 | 42 | 17 | 29 | 42 | 17 |
Bars Traded | 4574 | 2977 | 1597 | 4574 | 2977 | 1597 |
Profit Streak | 65.4488 | 82.9488 | 65.4488 | 65.4488 | 82.9488 | 65.4488 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150371 | -288410 | -435352 | 331210 | -126395 | -711109 |
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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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