Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 990516.427 | 847068.0046 | 143448.4224 | 17431021.6543 | 18683398.3148 | -1252376.6604 |
Total P&L (%) | 990.5164 | 847.068 | 143.4484 | 17431.0217 | 18683.3983 | -1252.3767 |
Avg Daily Profit (%) | 0.3963 | 0.3389 | 0.0574 | 0.2069 | 0.2097 | 0 |
Buy And Hold Return (%) | 719.6941 | 719.6941 | 719.6941 | 719.6941 | 719.6941 | 719.6941 |
Max Trade Drawdown | -96813 | -63292 | -55640 | -7980737 | -5121365 | -5807787 |
Profit Factor | 2.9043 | 3.9739 | 1.6096 | 1.7751 | 2.6464 | 0.8876 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 42.1053 | 40.3509 | 43.8596 | 42.1053 | 40.3509 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.9935 | 5.8744 | 2.0603 | 2.4408 | 3.912 | 1.1361 |
Largest Winning Trade | 374496 | 374496 | 49213 | 13994052 | 13994052 | 1968595 |
Largest Losing Trade | -22753 | -20768 | -22753 | -3222337 | -2619909 | -3222337 |
Avg Bars in Trades | 128 | 132 | 125 | 128 | 132 | 125 |
Avg Bars in Winners | 201 | 194 | 208 | 201 | 194 | 208 |
Avg Bars in Losers | 76 | 89 | 61 | 76 | 89 | 61 |
Bars Traded | 14698 | 7534 | 7164 | 14698 | 7534 | 7164 |
Profit Streak | 152.7093 | 164.7093 | 152.7093 | 152.7093 | 164.7093 | 152.7093 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34830 | -277290 | -460490 | 362813 | -169673 | -760591 |
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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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