Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572871.2545 | 1489397.2769 | 83473.9776 | 4578755.7167 | 8466191.844 | -3887436.1274 |
Total P&L (%) | 1572.8713 | 1489.3973 | 83.474 | 4578.7557 | 8466.1918 | -3887.4361 |
Avg Daily Profit (%) | 0.8628 | 0.817 | 0.0458 | 0.2112 | 0.2444 | 0 |
Buy And Hold Return (%) | 679.4587 | 679.4587 | 679.4587 | 679.4587 | 679.4587 | 679.4587 |
Max Trade Drawdown | -107823 | -70742 | -64696 | -17879524 | -9326223 | -8553301 |
Profit Factor | 3.0367 | 5.0601 | 1.2059 | 1.0711 | 1.2878 | 0.8889 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 46.1538 | 41.5385 | 50.7692 | 46.1538 | 41.5385 | 50.7692 |
Ratio Avg Win / Avg Loss | 3.5428 | 7.1216 | 1.1694 | 1.2496 | 1.8124 | 0.862 |
Largest Winning Trade | 797625 | 797625 | 70517 | 11153562 | 11153562 | 4429355 |
Largest Losing Trade | -54796 | -31556 | -54796 | -4946303 | -4161761 | -4946303 |
Avg Bars in Trades | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Winners | 55 | 53 | 57 | 55 | 53 | 57 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 5239 | 2431 | 2808 | 5239 | 2431 | 2808 |
Profit Streak | 15.6945 | 0 | 21.0278 | 15.6945 | 0 | 21.0278 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491794 | -119837 | -429051 | -134960 | -125711 | -711806 |
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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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