Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033114.4719 | 876300.0496 | 156814.4223 | 22720406.6114 | 20311736.9981 | 2408669.6134 |
Total P&L (%) | 1033.1145 | 876.3001 | 156.8144 | 22720.4066 | 20311.737 | 2408.6696 |
Avg Daily Profit (%) | 0.4134 | 0.3506 | 0.0627 | 0.2175 | 0.213 | 0.129 |
Buy And Hold Return (%) | 725.0841 | 725.0841 | 725.0841 | 725.0841 | 725.0841 | 725.0841 |
Max Trade Drawdown | -80493 | -49295 | -51564 | -10742804 | -7551889 | -3223195 |
Profit Factor | 2.7145 | 3.8104 | 1.5393 | 1.8363 | 2.3095 | 1.2066 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 48.7179 | 46.5517 | 50.8475 | 48.7179 | 46.5517 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.8574 | 4.3749 | 1.488 | 1.933 | 2.6517 | 1.1664 |
Largest Winning Trade | 339202 | 339202 | 44811 | 12102976 | 12102976 | 3241992 |
Largest Losing Trade | -35315 | -30983 | -35315 | -5919635 | -5919635 | -3190915 |
Avg Bars in Trades | 124 | 130 | 119 | 124 | 130 | 119 |
Avg Bars in Winners | 170 | 180 | 161 | 170 | 180 | 161 |
Avg Bars in Losers | 81 | 86 | 75 | 81 | 86 | 75 |
Bars Traded | 14615 | 7568 | 7047 | 14615 | 7568 | 7047 |
Profit Streak | 85.8418 | 94.5085 | 85.8418 | 85.8418 | 94.5085 | 85.8418 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17798 | -265485 | -449392 | 448008 | -168290 | -199698 |
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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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