Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954948.7711 | 837321.1481 | 117627.623 | 13983284.8628 | 19412563.1652 | -5429278.3024 |
Total P&L (%) | 954.9488 | 837.3211 | 117.6276 | 13983.2849 | 19412.5632 | -5429.2783 |
Avg Daily Profit (%) | 0.3819 | 0.3348 | 0.047 | 0.198 | 0.2111 | 0 |
Buy And Hold Return (%) | 844.1015 | 844.1015 | 844.1015 | 844.1015 | 844.1015 | 844.1015 |
Max Trade Drawdown | -104249 | -61455 | -76166 | -20772712 | -11715919 | -10505989 |
Profit Factor | 2.5454 | 3.4354 | 1.4291 | 1.3583 | 1.9006 | 0.6892 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Profitability (%) | 44.0299 | 46.2687 | 41.791 | 44.0299 | 46.2687 | 41.791 |
Ratio Avg Win / Avg Loss | 3.2357 | 3.9895 | 1.9906 | 1.7267 | 2.2071 | 0.96 |
Largest Winning Trade | 325811 | 325811 | 50523 | 18574078 | 18574078 | 3522481 |
Largest Losing Trade | -37565 | -37565 | -25258 | -6192246 | -5705125 | -6192246 |
Avg Bars in Trades | 54 | 54 | 53 | 54 | 54 | 53 |
Avg Bars in Winners | 80 | 78 | 83 | 80 | 78 | 83 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 7236 | 3661 | 3575 | 7236 | 3661 | 3575 |
Profit Streak | 88.3436 | 92.0102 | 88.3436 | 88.3436 | 92.0102 | 88.3436 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111484 | -267867 | -413474 | 308369 | -106109 | -700370 |
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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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