Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018035.4516 | 867754.3651 | 150281.0865 | 19193369.6494 | 27952578.1375 | -8759208.488 |
Total P&L (%) | 1018.0355 | 867.7544 | 150.2811 | 19193.3696 | 27952.5781 | -8759.2085 |
Avg Daily Profit (%) | 0.4072 | 0.3471 | 0.0601 | 0.2107 | 0.2257 | 0 |
Buy And Hold Return (%) | 722.3562 | 722.3562 | 722.3562 | 722.3562 | 722.3562 | 722.3562 |
Max Trade Drawdown | -96310 | -74816 | -50819 | -22419933 | -13795412 | -13484079 |
Profit Factor | 2.4949 | 3.1457 | 1.5434 | 1.4142 | 2.1499 | 0.6023 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 46.0432 | 42.029 | 50 | 46.0432 | 42.029 | 50 |
Ratio Avg Win / Avg Loss | 2.9238 | 4.3389 | 1.5434 | 1.6573 | 2.9653 | 0.6023 |
Largest Winning Trade | 262420 | 262420 | 45159 | 24744515 | 24744515 | 4378235 |
Largest Losing Trade | -36050 | -36050 | -31537 | -8273813 | -6996130 | -8273813 |
Avg Bars in Trades | 70 | 73 | 66 | 70 | 73 | 66 |
Avg Bars in Winners | 90 | 91 | 89 | 90 | 91 | 89 |
Avg Bars in Losers | 52 | 61 | 43 | 52 | 61 | 43 |
Bars Traded | 9744 | 5087 | 4657 | 9744 | 5087 | 4657 |
Profit Streak | 22.0902 | 0 | 28.8402 | 22.0902 | 0 | 28.8402 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24489 | -192908 | -369670 | 338420 | -92710 | -674695 |
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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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