Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1312966.7213 | 1271471.0036 | 41495.7177 | 2632940.0116 | 6278872.1057 | -3645932.0941 |
Total P&L (%) | 1312.9667 | 1271.471 | 41.4957 | 2632.94 | 6278.8721 | -3645.9321 |
Avg Daily Profit (%) | 0.7225 | 0.6996 | 0.0228 | 0.1822 | 0.2289 | 0 |
Buy And Hold Return (%) | 711.1963 | 711.1963 | 711.1963 | 711.1963 | 711.1963 | 711.1963 |
Max Trade Drawdown | -134567 | -66228 | -74392 | -12707605 | -6660061 | -6175382 |
Profit Factor | 3.1005 | 5.4574 | 1.1221 | 1.0803 | 1.4106 | 0.7915 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 45.5285 | 44.2623 | 46.7742 | 45.5285 | 44.2623 | 46.7742 |
Ratio Avg Win / Avg Loss | 3.7096 | 6.8722 | 1.2769 | 1.2925 | 1.7764 | 0.9007 |
Largest Winning Trade | 726506 | 726506 | 76154 | 9917972 | 9917972 | 2356990 |
Largest Losing Trade | -31343 | -23582 | -31343 | -2202483 | -2147598 | -2202483 |
Avg Bars in Trades | 86 | 77 | 94 | 86 | 77 | 94 |
Avg Bars in Winners | 131 | 115 | 146 | 131 | 115 | 146 |
Avg Bars in Losers | 48 | 48 | 49 | 48 | 48 | 49 |
Bars Traded | 10620 | 4752 | 5868 | 10620 | 4752 | 5868 |
Profit Streak | 17.4416 | 18.2749 | 17.4416 | 17.4416 | 18.2749 | 17.4416 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366019 | -151213 | -569208 | -127121 | -153192 | -735644 |
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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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