Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074588.7617 | 908596.5432 | 165992.2185 | 31985529.9822 | 42617858.5549 | -10632328.5727 |
Total P&L (%) | 1074.5888 | 908.5965 | 165.9922 | 31985.53 | 42617.8586 | -10632.3286 |
Avg Daily Profit (%) | 0.4295 | 0.3632 | 0.0664 | 0.231 | 0.2424 | 0 |
Buy And Hold Return (%) | 684.8396 | 684.8396 | 684.8396 | 684.8396 | 684.8396 | 684.8396 |
Max Trade Drawdown | -106233 | -86405 | -61265 | -24239980 | -8267840 | -20469159 |
Profit Factor | 3.0427 | 4.2499 | 1.6734 | 1.5413 | 2.7403 | 0.6928 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 69 | 32 | 37 | 69 | 32 | 37 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 57.0248 | 53.3333 | 60.6557 | 57.0248 | 53.3333 | 60.6557 |
Ratio Avg Win / Avg Loss | 2.293 | 3.7186 | 1.0855 | 1.1615 | 2.3977 | 0.4494 |
Largest Winning Trade | 384414 | 384414 | 51359 | 38411297 | 38411297 | 3947361 |
Largest Losing Trade | -39168 | -38447 | -39168 | -12032358 | -7418345 | -12032358 |
Avg Bars in Trades | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Winners | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 7100 | 3474 | 3626 | 7100 | 3474 | 3626 |
Profit Streak | 74.9231 | 105.5897 | 74.9231 | 74.9231 | 105.5897 | 74.9231 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313343 | -214844 | -427388 | 450502 | -153764 | -740111 |
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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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