Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508872.6323 | 1395012.5511 | 113860.0812 | 8867462.5897 | 10479538.1037 | -1612075.514 |
Total P&L (%) | 1508.8726 | 1395.0126 | 113.8601 | 8867.4626 | 10479.5381 | -1612.0755 |
Avg Daily Profit (%) | 0.8272 | 0.7648 | 0.0624 | 0.2468 | 0.2559 | 0 |
Buy And Hold Return (%) | 731.2708 | 731.2708 | 731.2708 | 731.2708 | 731.2708 | 731.2708 |
Max Trade Drawdown | -129563 | -92583 | -55093 | -27834329 | -20885735 | -10909662 |
Profit Factor | 3.3263 | 5.2527 | 1.3552 | 1.1211 | 1.2684 | 0.9529 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 39.8551 | 37.6812 | 42.029 | 39.8551 | 37.6812 | 42.029 |
Ratio Avg Win / Avg Loss | 5.0196 | 8.6871 | 1.8692 | 1.6918 | 2.0977 | 1.3143 |
Largest Winning Trade | 821922 | 821922 | 63424 | 16354678 | 16354678 | 5326227 |
Largest Losing Trade | -24494 | -18079 | -24494 | -5399079 | -5399079 | -4557484 |
Avg Bars in Trades | 155 | 155 | 155 | 155 | 155 | 155 |
Avg Bars in Winners | 247 | 258 | 238 | 247 | 258 | 238 |
Avg Bars in Losers | 94 | 93 | 95 | 94 | 93 | 95 |
Bars Traded | 21462 | 10728 | 10734 | 21462 | 10728 | 10734 |
Profit Streak | 0 | 23.9904 | 0 | 0 | 23.9904 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342104 | -92863 | -378882 | -81395 | -96686 | -684169 |
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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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