Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2718819.215 | 2656078.2021 | 62741.0129 | 4526563.6557 | 8691324.3708 | -4164760.7151 |
Total P&L (%) | 2718.8192 | 2656.0782 | 62.741 | 4526.5637 | 8691.3244 | -4164.7607 |
Avg Daily Profit (%) | 1.2265 | 1.1982 | 0.0283 | 0.1731 | 0.2021 | 0 |
Buy And Hold Return (%) | 525.5781 | 525.5781 | 525.5781 | 525.5781 | 525.5781 | 525.5781 |
Max Trade Drawdown | -124470 | -83955 | -156915 | -10132380 | -7117127 | -7010860 |
Profit Factor | 3.8533 | 6.658 | 1.1298 | 1.0789 | 1.3031 | 0.8548 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 43.9716 | 43.662 | 44.2857 | 43.9716 | 43.662 | 44.2857 |
Ratio Avg Win / Avg Loss | 4.9099 | 8.5909 | 1.4213 | 1.3748 | 1.6814 | 1.0754 |
Largest Winning Trade | 2285620 | 2285620 | 53109 | 11251234 | 11251234 | 2791140 |
Largest Losing Trade | -43559 | -25796 | -43559 | -6007412 | -2941386 | -6007412 |
Avg Bars in Trades | 61 | 68 | 55 | 61 | 68 | 55 |
Avg Bars in Winners | 90 | 94 | 85 | 90 | 94 | 85 |
Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
Bars Traded | 8717 | 4854 | 3863 | 8717 | 4854 | 3863 |
Profit Streak | 42.9503 | 42.9503 | 51.9503 | 42.9503 | 42.9503 | 51.9503 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 658382 | -68128 | -494726 | -126889 | -79600 | -675228 |
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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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