Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 901401.4585 | 757929.0665 | 143472.392 | 10321233.3899 | 36168820.5267 | -25847587.1368 |
Total P&L (%) | 901.4015 | 757.9291 | 143.4724 | 10321.2334 | 36168.8205 | -25847.5871 |
Avg Daily Profit (%) | 0.3607 | 0.3033 | 0.0574 | 0.1861 | 0.2361 | 0 |
Buy And Hold Return (%) | 910.8844 | 910.8844 | 910.8844 | 910.8844 | 910.8844 | 910.8844 |
Max Trade Drawdown | -110334 | -62287 | -87706 | -35901838 | -2376596 | -33597874 |
Profit Factor | 2.5937 | 4.0004 | 1.4584 | 1.2185 | 5.0052 | 0.3234 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Profitability (%) | 53.9007 | 57.1429 | 50.7042 | 53.9007 | 57.1429 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.2183 | 3.0003 | 1.4179 | 1.0421 | 3.7539 | 0.3145 |
Largest Winning Trade | 178085 | 178085 | 60845 | 26873447 | 26873447 | 2845793 |
Largest Losing Trade | -75960 | -37599 | -75960 | -32517157 | -1590911 | -32517157 |
Avg Bars in Trades | 103 | 114 | 93 | 103 | 114 | 93 |
Avg Bars in Winners | 131 | 130 | 133 | 131 | 130 | 133 |
Avg Bars in Losers | 71 | 93 | 52 | 71 | 93 | 52 |
Bars Traded | 14647 | 8014 | 6633 | 14647 | 8014 | 6633 |
Profit Streak | 81.2365 | 85.0698 | 81.2365 | 81.2365 | 85.0698 | 81.2365 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149579 | -242491 | -367302 | 336457 | -76551 | -667086 |
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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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