Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1229483.6348 | 980993.0489 | 248490.5859 | 153467068.1385 | 141708560.5882 | 11758507.5503 |
Total P&L (%) | 1229.4836 | 980.993 | 248.4906 | 153467.0681 | 141708.5606 | 11758.5076 |
Avg Daily Profit (%) | 0.4917 | 0.3924 | 0.0994 | 0.2939 | 0.2907 | 0.1912 |
Buy And Hold Return (%) | 799.6603 | 799.6603 | 799.6603 | 799.6603 | 799.6603 | 799.6603 |
Max Trade Drawdown | -82634 | -58622 | -75611 | -36935975 | -13349500 | -54994332 |
Profit Factor | 3.3501 | 4.3594 | 2.075 | 2.1451 | 3.376 | 1.1581 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 55.2846 | 52.459 | 58.0645 | 55.2846 | 52.459 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.7096 | 3.9507 | 1.4986 | 1.735 | 3.0595 | 0.8364 |
Largest Winning Trade | 283114 | 283114 | 51023 | 82036194 | 82036194 | 23302328 |
Largest Losing Trade | -38740 | -38740 | -30606 | -33976913 | -6474501 | -33976913 |
Avg Bars in Trades | 78 | 93 | 63 | 78 | 93 | 63 |
Avg Bars in Winners | 90 | 102 | 79 | 90 | 102 | 79 |
Avg Bars in Losers | 64 | 83 | 42 | 64 | 83 | 42 |
Bars Traded | 9674 | 5714 | 3960 | 9674 | 5714 | 3960 |
Profit Streak | 92.5727 | 122.0727 | 92.5727 | 92.5727 | 122.0727 | 92.5727 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321676 | -238625 | -375811 | 536077 | -145134 | -192904 |
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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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