Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2306747.1353 | 2133517.268 | 173229.8673 | 17144324.0385 | -1597142.0578 | 18741466.0964 |
Total P&L (%) | 2306.7471 | 2133.5173 | 173.2299 | 17144.324 | -1597.1421 | 18741.4661 |
Avg Daily Profit (%) | 1.2921 | 1.1951 | 0.097 | 0.2889 | 0 | 0.2939 |
Buy And Hold Return (%) | 250.6826 | 250.6826 | 250.6826 | 250.6826 | 250.6826 | 250.6826 |
Max Trade Drawdown | -76242 | -98015 | -47386 | -18967371 | -18930206 | -8459280 |
Profit Factor | 5.0111 | 8.1668 | 1.6245 | 1.2039 | 0.9648 | 1.4841 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 33.0508 | 27.1186 | 38.9831 | 33.0508 | 27.1186 | 38.9831 |
Ratio Avg Win / Avg Loss | 10.1507 | 21.9483 | 2.5427 | 2.4386 | 2.5929 | 2.3229 |
Largest Winning Trade | 1401899 | 1401899 | 50133 | 10372446 | 10372446 | 6062488 |
Largest Losing Trade | -29380 | -26078 | -29380 | -3930525 | -3539353 | -3930525 |
Avg Bars in Trades | 58 | 50 | 66 | 58 | 50 | 66 |
Avg Bars in Winners | 131 | 136 | 128 | 131 | 136 | 128 |
Avg Bars in Losers | 22 | 18 | 27 | 22 | 18 | 27 |
Bars Traded | 6911 | 2978 | 3933 | 6911 | 2978 | 3933 |
Profit Streak | 0 | 0 | 25.6536 | 0 | 0 | 25.6536 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544253 | -175398 | -406829 | 112570 | -775435 | -169540 |
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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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