Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003391.0239 | 857071.3282 | 146319.6958 | 22944950.1189 | 23129338.4341 | -184388.3152 |
Total P&L (%) | 1003.391 | 857.0713 | 146.3197 | 22944.9501 | 23129.3384 | -184.3883 |
Avg Daily Profit (%) | 0.4015 | 0.3429 | 0.0585 | 0.2179 | 0.2182 | 0 |
Buy And Hold Return (%) | 721.5168 | 721.5168 | 721.5168 | 721.5168 | 721.5168 | 721.5168 |
Max Trade Drawdown | -66412 | -47875 | -68258 | -5361228 | -2192211 | -5690744 |
Profit Factor | 2.8601 | 3.9932 | 1.5782 | 2.3415 | 3.7824 | 0.979 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Profitability (%) | 38.6364 | 37.8788 | 39.3939 | 38.6364 | 37.8788 | 39.3939 |
Ratio Avg Win / Avg Loss | 4.5426 | 6.5488 | 2.428 | 3.7189 | 6.2031 | 1.5062 |
Largest Winning Trade | 347574 | 347574 | 57864 | 14917577 | 14917577 | 2893175 |
Largest Losing Trade | -23213 | -17715 | -23213 | -3164233 | -2192211 | -3164233 |
Avg Bars in Trades | 110 | 110 | 111 | 110 | 110 | 111 |
Avg Bars in Winners | 196 | 190 | 202 | 196 | 190 | 202 |
Avg Bars in Losers | 56 | 61 | 52 | 56 | 61 | 52 |
Bars Traded | 14618 | 7277 | 7341 | 14618 | 7277 | 7341 |
Profit Streak | 79.4085 | 95.2419 | 79.4085 | 79.4085 | 95.2419 | 79.4085 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32122 | -219624 | -405655 | 343578 | -113517 | -706025 |
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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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