Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 945742.3435 | 824724.4881 | 121017.8554 | 9547500.3547 | 23487420.1515 | -13939919.7968 |
Total P&L (%) | 945.7423 | 824.7245 | 121.0179 | 9547.5004 | 23487.4202 | -13939.9198 |
Avg Daily Profit (%) | 0.3784 | 0.33 | 0.0484 | 0.183 | 0.2188 | 0 |
Buy And Hold Return (%) | 755.0451 | 755.0451 | 755.0451 | 755.0451 | 755.0451 | 755.0451 |
Max Trade Drawdown | -136422 | -99468 | -133668 | -24156444 | -8864834 | -25887782 |
Profit Factor | 1.9703 | 2.6016 | 1.2632 | 1.1112 | 1.67 | 0.7258 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Profitability (%) | 53.1915 | 54.2373 | 52.1368 | 53.1915 | 54.2373 | 52.1368 |
Ratio Avg Win / Avg Loss | 1.7339 | 2.1951 | 1.1597 | 0.9778 | 1.4091 | 0.6663 |
Largest Winning Trade | 317411 | 317411 | 51539 | 19809348 | 19809348 | 5061965 |
Largest Losing Trade | -50338 | -45410 | -50338 | -16632460 | -5264541 | -16632460 |
Avg Bars in Trades | 62 | 75 | 49 | 62 | 75 | 49 |
Avg Bars in Winners | 72 | 84 | 60 | 72 | 84 | 60 |
Avg Bars in Losers | 50 | 64 | 37 | 50 | 64 | 37 |
Bars Traded | 14712 | 8923 | 5789 | 14712 | 8923 | 5789 |
Profit Streak | 14.8835 | 15.2168 | 0 | 14.8835 | 15.2168 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71665 | -122063 | -294127 | -89798 | 401189 | -580744 |
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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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