Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069747.2767 | 931725.7073 | 138021.5694 | 18181677.8333 | 18628378.4609 | -446700.6276 |
Total P&L (%) | 1069.7473 | 931.7257 | 138.0216 | 18181.6778 | 18628.3785 | -446.7006 |
Avg Daily Profit (%) | 0.4277 | 0.3725 | 0.0552 | 0.2085 | 0.2094 | 0 |
Buy And Hold Return (%) | 755.5203 | 755.5203 | 755.5203 | 755.5203 | 755.5203 | 755.5203 |
Max Trade Drawdown | -103190 | -55100 | -52557 | -23067454 | -12705697 | -10441857 |
Profit Factor | 2.5397 | 3.457 | 1.4374 | 1.4665 | 1.8395 | 0.9734 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 50.4065 | 50 | 50.8197 | 50.4065 | 50 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.4987 | 3.457 | 1.391 | 1.4428 | 1.8395 | 0.942 |
Largest Winning Trade | 344018 | 344018 | 47496 | 15567073 | 15567073 | 4962913 |
Largest Losing Trade | -40876 | -40876 | -30120 | -7892657 | -7437206 | -7892657 |
Avg Bars in Trades | 59 | 61 | 56 | 59 | 61 | 56 |
Avg Bars in Winners | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Losers | 37 | 39 | 36 | 37 | 39 | 36 |
Bars Traded | 7299 | 3828 | 3471 | 7299 | 3828 | 3471 |
Profit Streak | 90.2903 | 95.6236 | 90.2903 | 90.2903 | 95.6236 | 90.2903 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19818 | -230316 | -445093 | 394247 | -141612 | -741793 |
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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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