Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082262.2047 | 914022.1574 | 168240.0473 | 25322105.7677 | -1242806.6244 | 26564912.3921 |
Total P&L (%) | 1082.2622 | 914.0222 | 168.24 | 25322.1058 | -1242.8066 | 26564.9124 |
Avg Daily Profit (%) | 0.4572 | 0.3862 | 0.0711 | 0.2343 | 0 | 0.2363 |
Buy And Hold Return (%) | 642.9599 | 642.9599 | 642.9599 | 642.9599 | 642.9599 | 642.9599 |
Max Trade Drawdown | -87659 | -90552 | -97427 | -37784499 | -43907405 | -22452659 |
Profit Factor | 2.3759 | 3.1037 | 1.4778 | 1.1498 | 0.9887 | 1.4475 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 58.8652 | 57.7465 | 60 | 58.8652 | 57.7465 | 60 |
Ratio Avg Win / Avg Loss | 1.6603 | 2.271 | 0.9852 | 0.8035 | 0.7234 | 0.965 |
Largest Winning Trade | 302981 | 302981 | 56032 | 28453724 | 28453724 | 18683416 |
Largest Losing Trade | -43569 | -43569 | -35525 | -17425761 | -17425761 | -10194706 |
Avg Bars in Trades | 98 | 79 | 117 | 98 | 79 | 117 |
Avg Bars in Winners | 106 | 81 | 130 | 106 | 81 | 130 |
Avg Bars in Losers | 87 | 77 | 98 | 87 | 77 | 98 |
Bars Traded | 13916 | 5666 | 8250 | 13916 | 5666 | 8250 |
Profit Streak | 9.1933 | 9.1933 | 50.6933 | 9.1933 | 9.1933 | 50.6933 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302288 | -104068 | -356205 | -46406 | -665787 | -84228 |
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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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