Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929411.3421 | 844322.4049 | 85088.9372 | 5598272.4344 | 7618390.6521 | -2020118.2177 |
Total P&L (%) | 929.4113 | 844.3224 | 85.0889 | 5598.2724 | 7618.3907 | -2020.1182 |
Avg Daily Profit (%) | 0.3718 | 0.3377 | 0.034 | 0.1618 | 0.174 | 0 |
Buy And Hold Return (%) | 810.6358 | 810.6358 | 810.6358 | 810.6358 | 810.6358 | 810.6358 |
Max Trade Drawdown | -111221 | -64886 | -106755 | -5242563 | -2338021 | -5654378 |
Profit Factor | 2.3624 | 3.3613 | 1.2621 | 1.2933 | 1.7761 | 0.782 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 45.7364 | 45.3125 | 46.1538 | 45.7364 | 45.3125 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.8028 | 4.0568 | 1.4725 | 1.5345 | 2.1435 | 0.9124 |
Largest Winning Trade | 326933 | 326933 | 46974 | 4540103 | 4540103 | 1331744 |
Largest Losing Trade | -57521 | -33801 | -57521 | -3539569 | -1362257 | -3539569 |
Avg Bars in Trades | 75 | 71 | 79 | 75 | 71 | 79 |
Avg Bars in Winners | 99 | 92 | 107 | 99 | 92 | 107 |
Avg Bars in Losers | 55 | 54 | 55 | 55 | 54 | 55 |
Bars Traded | 9747 | 4593 | 5154 | 9747 | 4593 | 5154 |
Profit Streak | 166.8877 | 166.8877 | 175.1377 | 166.8877 | 166.8877 | 175.1377 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106092 | -277521 | -445448 | 320339 | -129130 | -712876 |
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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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