Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2041230.6093 | 1864045.5026 | 177185.1067 | 21170570.6397 | -22043242.7732 | 43213813.4129 |
Total P&L (%) | 2041.2306 | 1864.0455 | 177.1851 | 21170.5706 | -22043.2428 | 43213.8134 |
Avg Daily Profit (%) | 0.9207 | 0.8408 | 0.0799 | 0.2421 | 0 | 0.2742 |
Buy And Hold Return (%) | 319.7123 | 319.7123 | 319.7123 | 319.7123 | 319.7123 | 319.7123 |
Max Trade Drawdown | -111998 | -124731 | -15592 | -110109900 | -117911844 | -13654029 |
Profit Factor | 4.4082 | 4.4466 | 4.0507 | 1.067 | 0.9233 | 2.5092 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 79 | 32 | 47 | 79 | 32 | 47 |
Losing Trades | 50 | 32 | 18 | 50 | 32 | 18 |
Profitability (%) | 61.2403 | 50 | 72.3077 | 61.2403 | 50 | 72.3077 |
Ratio Avg Win / Avg Loss | 2.79 | 4.4466 | 1.5513 | 0.6753 | 0.9233 | 0.961 |
Largest Winning Trade | 1333032 | 1333032 | 24047 | 47405983 | 47405983 | 18130618 |
Largest Losing Trade | -62865 | -62865 | -15592 | -66691420 | -66691420 | -13116826 |
Avg Bars in Trades | 64 | 126 | 3 | 64 | 126 | 3 |
Avg Bars in Winners | 54 | 130 | 3 | 54 | 130 | 3 |
Avg Bars in Losers | 79 | 122 | 3 | 79 | 122 | 3 |
Bars Traded | 8322 | 8088 | 234 | 8322 | 8088 | 234 |
Profit Streak | 125.0759 | 0 | 681.0759 | 125.0759 | 0 | 681.0759 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 813120 | -119369 | -372477 | -137754 | -719958 | -116876 |
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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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