Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978104.4173 | 857198.7104 | 120905.7069 | 14991647.0725 | 23811417.7419 | -8819770.6695 |
Total P&L (%) | 978.1044 | 857.1987 | 120.9057 | 14991.6471 | 23811.4177 | -8819.7707 |
Avg Daily Profit (%) | 0.3912 | 0.3429 | 0.0484 | 0.2009 | 0.2193 | 0 |
Buy And Hold Return (%) | 806.3004 | 806.3004 | 806.3004 | 806.3004 | 806.3004 | 806.3004 |
Max Trade Drawdown | -83218 | -42315 | -76366 | -15924072 | -6925987 | -13170790 |
Profit Factor | 2.7973 | 4.5508 | 1.3993 | 1.3615 | 2.4776 | 0.6522 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 45.082 | 44.2623 | 45.9016 | 45.082 | 44.2623 | 45.9016 |
Ratio Avg Win / Avg Loss | 3.4076 | 5.7306 | 1.6492 | 1.6585 | 3.1199 | 0.7686 |
Largest Winning Trade | 333455 | 333455 | 54669 | 19530261 | 19530261 | 3526612 |
Largest Losing Trade | -53158 | -22828 | -53158 | -8209212 | -3639846 | -8209212 |
Avg Bars in Trades | 79 | 80 | 77 | 79 | 80 | 77 |
Avg Bars in Winners | 117 | 116 | 117 | 117 | 116 | 117 |
Avg Bars in Losers | 47 | 52 | 43 | 47 | 52 | 43 |
Bars Traded | 9651 | 4932 | 4719 | 9651 | 4932 | 4719 |
Profit Streak | 97.1884 | 97.1884 | 100.9384 | 97.1884 | 97.1884 | 100.9384 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84707 | -292766 | -454615 | 337847 | -150427 | -743093 |
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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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