Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1471771.8656 | 1376601.9554 | 95169.9102 | 11067964.9021 | 14746795.3643 | -3678830.4621 |
Total P&L (%) | 1471.7719 | 1376.602 | 95.1699 | 11067.9649 | 14746.7954 | -3678.8305 |
Avg Daily Profit (%) | 0.8055 | 0.7534 | 0.0521 | 0.2584 | 0.274 | 0 |
Buy And Hold Return (%) | 718.4003 | 718.4003 | 718.4003 | 718.4003 | 718.4003 | 718.4003 |
Max Trade Drawdown | -89173 | -79207 | -59657 | -21611053 | -14204949 | -11364545 |
Profit Factor | 3.0878 | 5.2274 | 1.2509 | 1.1933 | 1.5182 | 0.8722 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 47.482 | 46.3768 | 48.5714 | 47.482 | 46.3768 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.4153 | 6.0442 | 1.3245 | 1.3199 | 1.7554 | 0.9235 |
Largest Winning Trade | 911836 | 911836 | 66205 | 13319924 | 13319924 | 6532377 |
Largest Losing Trade | -31251 | -21531 | -31251 | -6756593 | -5447171 | -6756593 |
Avg Bars in Trades | 52 | 52 | 51 | 52 | 52 | 51 |
Avg Bars in Winners | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 7247 | 3624 | 3623 | 7247 | 3624 | 3623 |
Profit Streak | 0 | 22.4948 | 0 | 0 | 22.4948 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428210 | -89537 | -384368 | 2452 | -91620 | -675791 |
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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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