Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981770.3095 | 866453.6252 | 115316.6842 | 10519936.29 | 14404839.1949 | -3884902.9049 |
Total P&L (%) | 981.7703 | 866.4536 | 115.3167 | 10519.9363 | 14404.8392 | -3884.9029 |
Avg Daily Profit (%) | 0.3926 | 0.3464 | 0.0461 | 0.1867 | 0.1992 | 0 |
Buy And Hold Return (%) | 784.6 | 784.6 | 784.6 | 784.6 | 784.6 | 784.6 |
Max Trade Drawdown | -135474 | -106099 | -73473 | -10303749 | -4589554 | -7945180 |
Profit Factor | 2.6176 | 3.5654 | 1.4284 | 1.488 | 2.348 | 0.6427 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 52.1368 | 53.4483 | 50.8475 | 52.1368 | 53.4483 | 50.8475 |
Ratio Avg Win / Avg Loss | 2.403 | 3.1054 | 1.3808 | 1.366 | 2.045 | 0.6213 |
Largest Winning Trade | 353660 | 353660 | 61471 | 12686919 | 12686919 | 1359701 |
Largest Losing Trade | -44345 | -44345 | -37736 | -6141320 | -3360253 | -6141320 |
Avg Bars in Trades | 82 | 100 | 65 | 82 | 100 | 65 |
Avg Bars in Winners | 109 | 115 | 103 | 109 | 115 | 103 |
Avg Bars in Losers | 53 | 82 | 25 | 53 | 82 | 25 |
Bars Traded | 9683 | 5828 | 3855 | 9683 | 5828 | 3855 |
Profit Streak | 128.0705 | 128.0705 | 130.0705 | 128.0705 | 128.0705 | 130.0705 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70981 | -296329 | -471849 | 399436 | -166538 | -756389 |
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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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