Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057205.1168 | 906986.8671 | 150218.2497 | 20691332.3113 | 21409773.0326 | -718440.7214 |
Total P&L (%) | 1057.2051 | 906.9869 | 150.2183 | 20691.3323 | 21409.773 | -718.4407 |
Avg Daily Profit (%) | 0.4229 | 0.3628 | 0.0601 | 0.2137 | 0.2151 | 0 |
Buy And Hold Return (%) | 698.7852 | 698.7852 | 698.7852 | 698.7852 | 698.7852 | 698.7852 |
Max Trade Drawdown | -101572 | -56902 | -72773 | -24857563 | -14518049 | -10339514 |
Profit Factor | 2.6949 | 3.71 | 1.5197 | 1.4956 | 1.8888 | 0.9593 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 42.623 | 40.9836 | 44.2623 | 42.623 | 40.9836 | 44.2623 |
Ratio Avg Win / Avg Loss | 3.6278 | 5.3424 | 1.9137 | 2.0133 | 2.7199 | 1.208 |
Largest Winning Trade | 350735 | 350735 | 49646 | 18700503 | 18700503 | 5308579 |
Largest Losing Trade | -43642 | -43642 | -24579 | -5283360 | -5283360 | -3888133 |
Avg Bars in Trades | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Winners | 121 | 116 | 125 | 121 | 116 | 125 |
Avg Bars in Losers | 50 | 57 | 42 | 50 | 57 | 42 |
Bars Traded | 9821 | 5001 | 4820 | 9821 | 5001 | 4820 |
Profit Streak | 86.6315 | 86.8815 | 86.6315 | 86.6315 | 86.8815 | 86.6315 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 121087 | -221710 | -439284 | 322596 | -153154 | -742464 |
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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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