Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1073982.7303 | 914083.8862 | 159898.8441 | 24261046.235 | 26808580.3473 | -2547534.1123 |
Total P&L (%) | 1073.9827 | 914.0839 | 159.8988 | 24261.0462 | 26808.5803 | -2547.5341 |
Avg Daily Profit (%) | 0.4297 | 0.3657 | 0.064 | 0.2201 | 0.2241 | 0 |
Buy And Hold Return (%) | 828.6811 | 828.6811 | 828.6811 | 828.6811 | 828.6811 | 828.6811 |
Max Trade Drawdown | -87198 | -58722 | -64356 | -25093954 | -14989439 | -10643704 |
Profit Factor | 2.7676 | 3.5328 | 1.6482 | 1.5392 | 1.9844 | 0.8566 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 46.0317 | 44.4444 | 47.619 | 46.0317 | 44.4444 | 47.619 |
Ratio Avg Win / Avg Loss | 3.2448 | 4.416 | 1.813 | 1.8046 | 2.4805 | 0.9422 |
Largest Winning Trade | 329721 | 329721 | 46151 | 23702846 | 23702846 | 3717890 |
Largest Losing Trade | -45039 | -45039 | -26519 | -7213196 | -7213196 | -6120959 |
Avg Bars in Trades | 116 | 122 | 111 | 116 | 122 | 111 |
Avg Bars in Winners | 159 | 165 | 153 | 159 | 165 | 153 |
Avg Bars in Losers | 80 | 88 | 72 | 80 | 88 | 72 |
Bars Traded | 14725 | 7723 | 7002 | 14725 | 7723 | 7002 |
Profit Streak | 87.1596 | 93.3263 | 87.1596 | 87.1596 | 93.3263 | 87.1596 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58650 | -266101 | -417208 | 382249 | -136545 | -727825 |
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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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