Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025400.6127 | 889933.4467 | 135467.1661 | 13998853.4252 | 15863777.788 | -1864924.3627 |
Total P&L (%) | 1025.4006 | 889.9334 | 135.4672 | 13998.8534 | 15863.7778 | -1864.9244 |
Avg Daily Profit (%) | 0.4102 | 0.356 | 0.0542 | 0.1981 | 0.2031 | 0 |
Buy And Hold Return (%) | 714.8499 | 714.8499 | 714.8499 | 714.8499 | 714.8499 | 714.8499 |
Max Trade Drawdown | -134551 | -108743 | -65020 | -8329912 | -2249585 | -6670473 |
Profit Factor | 2.5314 | 3.3683 | 1.461 | 1.6269 | 2.6209 | 0.8513 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 53.6585 | 52.459 | 54.8387 | 53.6585 | 52.459 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.1862 | 3.0526 | 1.2032 | 1.4051 | 2.3752 | 0.7011 |
Largest Winning Trade | 384131 | 384131 | 47005 | 13712224 | 13712224 | 1933542 |
Largest Losing Trade | -43548 | -35753 | -43548 | -4133018 | -1691120 | -4133018 |
Avg Bars in Trades | 78 | 87 | 69 | 78 | 87 | 69 |
Avg Bars in Winners | 82 | 96 | 69 | 82 | 96 | 69 |
Avg Bars in Losers | 73 | 78 | 69 | 73 | 78 | 69 |
Bars Traded | 9638 | 5356 | 4282 | 9638 | 5356 | 4282 |
Profit Streak | 64.6863 | 96.9363 | 64.6863 | 64.6863 | 96.9363 | 64.6863 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14189 | -234170 | -438260 | 423499 | -147339 | -733772 |
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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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