Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796158.5889 | 687223.8793 | 108934.7096 | 8474478.5318 | 17212380.1841 | -8737901.6523 |
Total P&L (%) | 796.1586 | 687.2239 | 108.9347 | 8474.4785 | 17212.3802 | -8737.9017 |
Avg Daily Profit (%) | 0.3184 | 0.2749 | 0.0436 | 0.1782 | 0.2064 | 0 |
Buy And Hold Return (%) | 893.6427 | 893.6427 | 893.6427 | 893.6427 | 893.6427 | 893.6427 |
Max Trade Drawdown | -116694 | -94103 | -80929 | -15894615 | -3631747 | -13032676 |
Profit Factor | 2.4624 | 3.291 | 1.4456 | 1.3594 | 3.1596 | 0.4402 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 51.9685 | 50.7937 | 53.125 | 51.9685 | 50.7937 | 53.125 |
Ratio Avg Win / Avg Loss | 2.2758 | 3.1881 | 1.2755 | 1.2564 | 3.0608 | 0.3884 |
Largest Winning Trade | 233191 | 233191 | 46576 | 15395578 | 15395578 | 1537942 |
Largest Losing Trade | -40559 | -40559 | -36293 | -6326424 | -1619124 | -6326424 |
Avg Bars in Trades | 74 | 91 | 57 | 74 | 91 | 57 |
Avg Bars in Winners | 94 | 117 | 73 | 94 | 117 | 73 |
Avg Bars in Losers | 51 | 64 | 38 | 51 | 64 | 38 |
Bars Traded | 9407 | 5759 | 3648 | 9407 | 5759 | 3648 |
Profit Streak | 33.5615 | 0 | 34.3115 | 33.5615 | 0 | 34.3115 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150902 | -297386 | -437750 | 339532 | -132447 | -719011 |
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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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