Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021757.5095 | 861045.109 | 160712.4006 | 22956525.6753 | 43573690.9918 | -20617165.3166 |
Total P&L (%) | 1021.7575 | 861.0451 | 160.7124 | 22956.5257 | 43573.691 | -20617.1653 |
Avg Daily Profit (%) | 0.4087 | 0.3444 | 0.0643 | 0.2178 | 0.2434 | 0 |
Buy And Hold Return (%) | 764.3728 | 764.3728 | 764.3728 | 764.3728 | 764.3728 | 764.3728 |
Max Trade Drawdown | -120579 | -58528 | -131555 | -38111173 | -19698340 | -44840116 |
Profit Factor | 3.1077 | 4.4998 | 1.6732 | 1.209 | 1.8301 | 0.6404 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 52.8455 | 50.8197 | 54.8387 | 52.8455 | 50.8197 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.7731 | 4.3546 | 1.3779 | 1.0788 | 1.7711 | 0.5274 |
Largest Winning Trade | 341123 | 341123 | 44282 | 41331309 | 41331309 | 7266378 |
Largest Losing Trade | -43896 | -27183 | -43896 | -17821222 | -9883701 | -17821222 |
Avg Bars in Trades | 78 | 94 | 63 | 78 | 94 | 63 |
Avg Bars in Winners | 93 | 113 | 75 | 93 | 113 | 75 |
Avg Bars in Losers | 62 | 74 | 48 | 62 | 74 | 48 |
Bars Traded | 9695 | 5754 | 3941 | 9695 | 5754 | 3941 |
Profit Streak | 0 | 132.7545 | 0 | 0 | 132.7545 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44564 | -270736 | -424373 | 302876 | -149124 | -734331 |
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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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