Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3883355.8173 | 4022971.7989 | -139615.9816 | -82654.6596 | 84008.4996 | -166663.1592 |
Total P&L (%) | 3883.3558 | 4022.9718 | -139.616 | -82.6547 | 84.0085 | -166.6632 |
Avg Daily Profit (%) | 1.7548 | 1.8179 | -0.0631 | -0.0791 | 0.0276 | 0 |
Buy And Hold Return (%) | 247.753 | 247.753 | 247.753 | 247.753 | 247.753 | 247.753 |
Max Trade Drawdown | -184108 | -136759 | -179080 | -280570 | -171389 | -186758 |
Profit Factor | 5.5666 | 11.3509 | 0.6976 | 0.8896 | 1.2331 | 0.5705 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Profitability (%) | 41.1765 | 42.3729 | 40 | 41.1765 | 42.3729 | 40 |
Ratio Avg Win / Avg Loss | 7.9522 | 15.4373 | 1.0464 | 1.2708 | 1.677 | 0.8557 |
Largest Winning Trade | 4197500 | 4197500 | 51252 | 290112 | 290112 | 48810 |
Largest Losing Trade | -81443 | -39839 | -81443 | -62725 | -62725 | -60997 |
Avg Bars in Trades | 53 | 47 | 58 | 53 | 47 | 58 |
Avg Bars in Winners | 86 | 73 | 100 | 86 | 73 | 100 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 6325 | 2812 | 3513 | 6325 | 2812 | 3513 |
Profit Streak | 16.6503 | 28.9837 | 16.6503 | 16.6503 | 28.9837 | 16.6503 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 725692 | -156062 | -751885 | -581158 | -499691 | -753551 |
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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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