Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042339.6907 | 881187.8216 | 161151.8691 | 31669111.3118 | 31691062.773 | -21951.4612 |
Total P&L (%) | 1042.3397 | 881.1878 | 161.1519 | 31669.1113 | 31691.0628 | -21.9515 |
Avg Daily Profit (%) | 0.4169 | 0.3524 | 0.0645 | 0.2307 | 0.2307 | -0.0099 |
Buy And Hold Return (%) | 868.6375 | 868.6375 | 868.6375 | 868.6375 | 868.6375 | 868.6375 |
Max Trade Drawdown | -69369 | -72673 | -30178 | -17092852 | -10049417 | -7869358 |
Profit Factor | 4.2482 | 6.1016 | 2.0876 | 2.281 | 3.1975 | 0.9979 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Profitability (%) | 65.2778 | 72.2222 | 58.3333 | 65.2778 | 72.2222 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.2597 | 2.3468 | 1.4911 | 1.2133 | 1.2298 | 0.7128 |
Largest Winning Trade | 377556 | 377556 | 61823 | 28217342 | 28217342 | 4166498 |
Largest Losing Trade | -48220 | -48220 | -25705 | -10049417 | -10049417 | -6721674 |
Avg Bars in Trades | 100 | 127 | 74 | 100 | 127 | 74 |
Avg Bars in Winners | 125 | 141 | 105 | 125 | 141 | 105 |
Avg Bars in Losers | 54 | 90 | 31 | 54 | 90 | 31 |
Bars Traded | 7259 | 4576 | 2683 | 7259 | 4576 | 2683 |
Profit Streak | 98.777 | 165.1104 | 98.777 | 98.777 | 165.1104 | 98.777 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166990 | -139568 | -268151 | -69029 | 617234 | -579139 |
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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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