Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020183.8948 | 880243.901 | 139939.9938 | 16395642.3656 | 27541700.1763 | -11146057.8107 |
Total P&L (%) | 1020.1839 | 880.2439 | 139.94 | 16395.6424 | 27541.7002 | -11146.0578 |
Avg Daily Profit (%) | 0.4081 | 0.3521 | 0.056 | 0.2044 | 0.2251 | 0 |
Buy And Hold Return (%) | 740.7182 | 740.7182 | 740.7182 | 740.7182 | 740.7182 | 740.7182 |
Max Trade Drawdown | -81762 | -49953 | -87451 | -15733006 | -6030344 | -20355158 |
Profit Factor | 2.6477 | 3.8826 | 1.446 | 1.3274 | 2.4185 | 0.6364 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 46.4789 | 42.2535 | 50.7042 | 46.4789 | 42.2535 | 50.7042 |
Ratio Avg Win / Avg Loss | 3.0489 | 5.3062 | 1.4058 | 1.5286 | 3.3053 | 0.6188 |
Largest Winning Trade | 339614 | 339614 | 50130 | 19826232 | 19826232 | 2668797 |
Largest Losing Trade | -64771 | -24860 | -64771 | -10738655 | -1496335 | -10738655 |
Avg Bars in Trades | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Winners | 100 | 107 | 93 | 100 | 107 | 93 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 9678 | 4990 | 4688 | 9678 | 4990 | 4688 |
Profit Streak | 77.0542 | 89.3042 | 77.0542 | 77.0542 | 89.3042 | 77.0542 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33561 | -180274 | -369282 | 338726 | -76551 | -667087 |
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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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