Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023637.9625 | 884825.2412 | 138812.7213 | 16861553.4931 | 19134028.6535 | -2272475.1604 |
Total P&L (%) | 1023.638 | 884.8252 | 138.8127 | 16861.5535 | 19134.0287 | -2272.4752 |
Avg Daily Profit (%) | 0.4093 | 0.3538 | 0.0555 | 0.2055 | 0.2105 | 0 |
Buy And Hold Return (%) | 742.8738 | 742.8738 | 742.8738 | 742.8738 | 742.8738 | 742.8738 |
Max Trade Drawdown | -96685 | -62803 | -61960 | -21172923 | -12415214 | -8757708 |
Profit Factor | 2.4925 | 3.2442 | 1.4761 | 1.4055 | 1.7564 | 0.8605 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 46.6165 | 45.4545 | 47.7612 | 46.6165 | 45.4545 | 47.7612 |
Ratio Avg Win / Avg Loss | 2.8544 | 3.8931 | 1.6145 | 1.6095 | 2.1077 | 0.9412 |
Largest Winning Trade | 325811 | 325811 | 47872 | 16263576 | 16263576 | 3785374 |
Largest Losing Trade | -41138 | -41138 | -23464 | -5314502 | -5314502 | -4560995 |
Avg Bars in Trades | 54 | 56 | 53 | 54 | 56 | 53 |
Avg Bars in Winners | 76 | 75 | 76 | 76 | 75 | 76 |
Avg Bars in Losers | 36 | 40 | 32 | 36 | 40 | 32 |
Bars Traded | 7306 | 3726 | 3580 | 7306 | 3726 | 3580 |
Profit Streak | 78.0045 | 81.6712 | 78.0045 | 78.0045 | 81.6712 | 78.0045 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33617 | -216443 | -399570 | 357287 | -114210 | -698048 |
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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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