Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971493.6821 | 805787.7758 | 165705.9063 | 23696422.4879 | 50436807.6625 | -26740385.1746 |
Total P&L (%) | 971.4937 | 805.7878 | 165.7059 | 23696.4225 | 50436.8077 | -26740.3852 |
Avg Daily Profit (%) | 0.3887 | 0.3224 | 0.0663 | 0.2192 | 0.2494 | 0 |
Buy And Hold Return (%) | 846.0182 | 846.0182 | 846.0182 | 846.0182 | 846.0182 | 846.0182 |
Max Trade Drawdown | -89593 | -70357 | -62113 | -41725173 | -7364539 | -34887465 |
Profit Factor | 2.9291 | 4.4046 | 1.6208 | 1.4241 | 4.4761 | 0.3535 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 55.0847 | 52.5424 | 57.6271 | 55.0847 | 52.5424 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.3883 | 3.9783 | 1.1918 | 1.1612 | 4.0429 | 0.2599 |
Largest Winning Trade | 285262 | 285262 | 50044 | 42593393 | 42593393 | 3764785 |
Largest Losing Trade | -60647 | -32582 | -60647 | -34887465 | -5980275 | -34887465 |
Avg Bars in Trades | 125 | 137 | 113 | 125 | 137 | 113 |
Avg Bars in Winners | 152 | 158 | 146 | 152 | 158 | 146 |
Avg Bars in Losers | 92 | 114 | 67 | 92 | 114 | 67 |
Bars Traded | 14802 | 8122 | 6680 | 14802 | 8122 | 6680 |
Profit Streak | 77.7441 | 82.4108 | 77.7441 | 77.7441 | 82.4108 | 77.7441 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102455 | -325128 | -443355 | 395296 | -159922 | -755911 |
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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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