Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 972902.5441 | 817625.1348 | 155277.4094 | 15415558.2989 | 8432392.8256 | 6983165.4733 |
Total P&L (%) | 972.9025 | 817.6251 | 155.2774 | 15415.5583 | 8432.3928 | 6983.1655 |
Avg Daily Profit (%) | 0.3889 | 0.3268 | 0.0621 | 0.2018 | 0.1779 | 0.1704 |
Buy And Hold Return (%) | 420.0803 | 420.0803 | 420.0803 | 420.0803 | 420.0803 | 420.0803 |
Max Trade Drawdown | -112878 | -60052 | -88588 | -23739644 | -13040030 | -18417349 |
Profit Factor | 2.6833 | 3.7638 | 1.5503 | 1.2019 | 1.2046 | 1.1988 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 59.5041 | 65.5738 | 53.3333 | 59.5041 | 65.5738 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.8261 | 1.976 | 1.3566 | 0.818 | 0.6324 | 1.0489 |
Largest Winning Trade | 356956 | 356956 | 59349 | 11513295 | 11513295 | 10195176 |
Largest Losing Trade | -49581 | -49581 | -29488 | -8476877 | -8476877 | -5289264 |
Avg Bars in Trades | 119 | 105 | 134 | 119 | 105 | 134 |
Avg Bars in Winners | 123 | 81 | 175 | 123 | 81 | 175 |
Avg Bars in Losers | 113 | 150 | 86 | 113 | 150 | 86 |
Bars Traded | 14449 | 6407 | 8042 | 14449 | 6407 | 8042 |
Profit Streak | 58.3037 | 58.3037 | 83.137 | 58.3037 | 58.3037 | 83.137 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472006 | -149501 | -441592 | 323772 | -152582 | -161462 |
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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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