Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14122211.424 | 14174554.8215 | -52343.3975 | 139660.9466 | 431600.0592 | -291939.1127 |
Total P&L (%) | 14122.2114 | 14174.5548 | -52.3434 | 139.6609 | 431.6001 | -291.9391 |
Avg Daily Profit (%) | 5.987 | 6.0091 | -0.0222 | 0.0371 | 0.0709 | 0 |
Buy And Hold Return (%) | 557.0234 | 557.0234 | 557.0234 | 557.0234 | 557.0234 | 557.0234 |
Max Trade Drawdown | -230006 | -226670 | -84146 | -3093448 | -2794734 | -756915 |
Profit Factor | 16.1383 | 23.4699 | 0.8267 | 1.0204 | 1.0883 | 0.8499 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 93 | 40 | 53 | 93 | 40 | 53 |
Losing Trades | 128 | 70 | 58 | 128 | 70 | 58 |
Profitability (%) | 42.0814 | 36.3636 | 47.7477 | 42.0814 | 36.3636 | 47.7477 |
Ratio Avg Win / Avg Loss | 22.2118 | 41.0723 | 0.9047 | 1.4045 | 1.9046 | 0.9301 |
Largest Winning Trade | 14349142 | 14349142 | 35509 | 3259426 | 3259426 | 519790 |
Largest Losing Trade | -42678 | -38097 | -42678 | -779367 | -779367 | -237654 |
Avg Bars in Trades | 61 | 108 | 14 | 61 | 108 | 14 |
Avg Bars in Winners | 75 | 153 | 15 | 75 | 153 | 15 |
Avg Bars in Losers | 51 | 82 | 13 | 51 | 82 | 13 |
Bars Traded | 13563 | 11929 | 1634 | 13563 | 11929 | 1634 |
Profit Streak | 93.7511 | 95.7511 | 93.7511 | 93.7511 | 95.7511 | 93.7511 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 846302 | 700810 | -581075 | -508174 | -391377 | -581075 |
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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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