Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2328333.468 | 2431594.0745 | -103260.6065 | -65904.4327 | 72496.7567 | -138401.1894 |
Total P&L (%) | 2328.3335 | 2431.5941 | -103.2606 | -65.9044 | 72.4968 | -138.4012 |
Avg Daily Profit (%) | 1.0481 | 1.0946 | -0.0465 | -0.0484 | 0.0245 | 0 |
Buy And Hold Return (%) | 279.4762 | 279.4762 | 279.4762 | 279.4762 | 279.4762 | 279.4762 |
Max Trade Drawdown | -185248 | -128561 | -183252 | -391727 | -247101 | -181397 |
Profit Factor | 3.4012 | 6.3124 | 0.7983 | 0.9306 | 1.1351 | 0.6651 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 52.3077 | 50.7692 | 53.8462 | 52.3077 | 50.7692 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.1011 | 6.1211 | 0.6842 | 0.8485 | 1.1007 | 0.5701 |
Largest Winning Trade | 2476848 | 2476848 | 44402 | 355958 | 355958 | 40426 |
Largest Losing Trade | -69794 | -42853 | -69794 | -173454 | -173454 | -68131 |
Avg Bars in Trades | 32 | 26 | 39 | 32 | 26 | 39 |
Avg Bars in Winners | 41 | 32 | 50 | 41 | 32 | 50 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 4272 | 1715 | 2557 | 4272 | 1715 | 2557 |
Profit Streak | 23.6827 | 43.6827 | 23.6827 | 23.6827 | 43.6827 | 23.6827 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 791799 | -107931 | -711414 | -578669 | -527661 | -711414 |
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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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