Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 939556.5402 | 838045.2195 | 101511.3206 | 8324285.3443 | 15377599.8061 | -7053314.4618 |
Total P&L (%) | 939.5565 | 838.0452 | 101.5113 | 8324.2853 | 15377.5998 | -7053.3145 |
Avg Daily Profit (%) | 0.3758 | 0.3352 | 0.0406 | 0.1775 | 0.2019 | 0 |
Buy And Hold Return (%) | 928.0641 | 928.0641 | 928.0641 | 928.0641 | 928.0641 | 928.0641 |
Max Trade Drawdown | -98147 | -91121 | -60566 | -13411685 | -5075465 | -8988817 |
Profit Factor | 2.3521 | 3.4195 | 1.2913 | 1.3301 | 2.5634 | 0.5414 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 53.7879 | 51.5152 | 56.0606 | 53.7879 | 51.5152 | 56.0606 |
Ratio Avg Win / Avg Loss | 2.0208 | 3.2183 | 1.0121 | 1.1428 | 2.4126 | 0.4243 |
Largest Winning Trade | 368571 | 368571 | 52747 | 15121662 | 15121662 | 2163783 |
Largest Losing Trade | -39846 | -36196 | -39846 | -7660243 | -2328499 | -7660243 |
Avg Bars in Trades | 71 | 72 | 71 | 71 | 72 | 71 |
Avg Bars in Winners | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Losers | 57 | 58 | 55 | 57 | 58 | 55 |
Bars Traded | 9499 | 4795 | 4704 | 9499 | 4795 | 4704 |
Profit Streak | 61.3939 | 155.6439 | 61.3939 | 61.3939 | 155.6439 | 61.3939 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145673 | -272616 | -427248 | 372429 | -109630 | -703612 |
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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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