Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971183.4268 | 827603.112 | 143580.3148 | 15822548.8182 | 13115128.9145 | 2707419.9037 |
Total P&L (%) | 971.1834 | 827.6031 | 143.5803 | 15822.5488 | 13115.1289 | 2707.4199 |
Avg Daily Profit (%) | 0.3886 | 0.3311 | 0.0574 | 0.2031 | 0.1956 | 0.1335 |
Buy And Hold Return (%) | 743.4239 | 743.4239 | 743.4239 | 743.4239 | 743.4239 | 743.4239 |
Max Trade Drawdown | -76859 | -56158 | -63219 | -2487806 | -1373381 | -1423100 |
Profit Factor | 2.5993 | 3.9423 | 1.4405 | 2.6139 | 3.3949 | 1.6256 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 73 | 33 | 40 | 73 | 33 | 40 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 54.0741 | 49.2537 | 58.8235 | 54.0741 | 49.2537 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.2076 | 4.0618 | 1.0083 | 2.2201 | 3.4978 | 1.1379 |
Largest Winning Trade | 296048 | 296048 | 48075 | 5699201 | 5699201 | 736913 |
Largest Losing Trade | -41963 | -28772 | -41963 | -1180022 | -1180022 | -728376 |
Avg Bars in Trades | 108 | 117 | 99 | 108 | 117 | 99 |
Avg Bars in Winners | 131 | 145 | 119 | 131 | 145 | 119 |
Avg Bars in Losers | 81 | 90 | 70 | 81 | 90 | 70 |
Bars Traded | 14604 | 7865 | 6739 | 14604 | 7865 | 6739 |
Profit Streak | 18.4602 | 0 | 73.2936 | 18.4602 | 0 | 73.2936 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54409 | -231342 | -388114 | 521896 | -102478 | -122008 |
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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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