Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004137.8369 | 867221.9701 | 136915.8669 | 18916559.3522 | 26287410.2597 | -7370850.9074 |
Total P&L (%) | 1004.1378 | 867.222 | 136.9159 | 18916.5594 | 26287.4103 | -7370.8509 |
Avg Daily Profit (%) | 0.4017 | 0.347 | 0.0548 | 0.2102 | 0.2233 | 0 |
Buy And Hold Return (%) | 725.7264 | 725.7264 | 725.7264 | 725.7264 | 725.7264 | 725.7264 |
Max Trade Drawdown | -87245 | -51293 | -77849 | -19826456 | -11748243 | -15001492 |
Profit Factor | 2.6558 | 3.5354 | 1.5178 | 1.3391 | 1.8812 | 0.7159 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 44.186 | 43.75 | 44.6154 | 44.186 | 43.75 | 44.6154 |
Ratio Avg Win / Avg Loss | 3.3547 | 4.5456 | 1.8842 | 1.6915 | 2.4187 | 0.8888 |
Largest Winning Trade | 295274 | 295274 | 48631 | 24077256 | 24077256 | 3550519 |
Largest Losing Trade | -40958 | -40958 | -25798 | -8315315 | -4576745 | -8315315 |
Avg Bars in Trades | 110 | 116 | 105 | 110 | 116 | 105 |
Avg Bars in Winners | 157 | 163 | 151 | 157 | 163 | 151 |
Avg Bars in Losers | 73 | 79 | 67 | 73 | 79 | 67 |
Bars Traded | 14270 | 7440 | 6830 | 14270 | 7440 | 6830 |
Profit Streak | 84.2268 | 91.8935 | 84.2268 | 84.2268 | 91.8935 | 84.2268 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32555 | -230435 | -416516 | 309647 | -129521 | -714272 |
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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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