Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578687.4955 | 1522294.852 | 56392.6434 | 41885.1468 | -671457.1282 | 713342.275 |
Total P&L (%) | 1578.6875 | 1522.2949 | 56.3926 | 41.8851 | -671.4571 | 713.3423 |
Avg Daily Profit (%) | 0.6703 | 0.6463 | 0.0239 | 0.0149 | 0 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235017 | -256134 | -37371 | -3683149 | -3739735 | -126957 |
Profit Factor | 2.9894 | 3.2543 | 1.4768 | 1.0075 | 0.8711 | 2.9796 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 49 | 17 | 32 | 49 | 17 | 32 |
Losing Trades | 63 | 39 | 24 | 63 | 39 | 24 |
Profitability (%) | 43.75 | 30.3571 | 57.1429 | 43.75 | 30.3571 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.8435 | 7.4658 | 1.1076 | 1.2954 | 1.9985 | 2.2347 |
Largest Winning Trade | 1427773 | 1427773 | 40714 | 1977426 | 1977426 | 214356 |
Largest Losing Trade | -49335 | -49335 | -16955 | -1626275 | -1626275 | -88963 |
Avg Bars in Trades | 62 | 119 | 5 | 62 | 119 | 5 |
Avg Bars in Winners | 56 | 154 | 4 | 56 | 154 | 4 |
Avg Bars in Losers | 66 | 104 | 6 | 66 | 104 | 6 |
Bars Traded | 6994 | 6688 | 306 | 6994 | 6688 | 306 |
Profit Streak | 3.7761 | 3.7761 | 116.4427 | 3.7761 | 3.7761 | 116.4427 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563938 | -170326 | -338518 | -389413 | -766399 | -245888 |
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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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