Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069826.9035 | 928749.0797 | 141077.8238 | 19846693.1167 | 19863451.3539 | -16758.2372 |
Total P&L (%) | 1069.8269 | 928.7491 | 141.0778 | 19846.6931 | 19863.4514 | -16.7582 |
Avg Daily Profit (%) | 0.4279 | 0.3715 | 0.0564 | 0.2121 | 0.2121 | -0.0073 |
Buy And Hold Return (%) | 738.3371 | 738.3371 | 738.3371 | 738.3371 | 738.3371 | 738.3371 |
Max Trade Drawdown | -130927 | -114927 | -49441 | -15723527 | -5842075 | -9990333 |
Profit Factor | 2.5107 | 3.432 | 1.4324 | 1.6519 | 2.3549 | 0.9989 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 60.2837 | 58.5714 | 61.9718 | 60.2837 | 58.5714 | 61.9718 |
Ratio Avg Win / Avg Loss | 1.6541 | 2.4275 | 0.879 | 1.0883 | 1.6656 | 0.613 |
Largest Winning Trade | 363838 | 363838 | 58648 | 13318271 | 13318271 | 2668402 |
Largest Losing Trade | -40007 | -34902 | -40007 | -6309347 | -3745316 | -6309347 |
Avg Bars in Trades | 69 | 77 | 61 | 69 | 77 | 61 |
Avg Bars in Winners | 70 | 80 | 60 | 70 | 80 | 60 |
Avg Bars in Losers | 67 | 72 | 61 | 67 | 72 | 61 |
Bars Traded | 9732 | 5399 | 4333 | 9732 | 5399 | 4333 |
Profit Streak | 70.385 | 103.885 | 70.385 | 70.385 | 103.885 | 70.385 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8191 | -161191 | -368276 | 478568 | -79087 | -664938 |
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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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