Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160675.0847 | 960805.1713 | 199869.9134 | 72259493.6593 | 64116416.589 | 8143077.0704 |
Total P&L (%) | 1160.6751 | 960.8052 | 199.8699 | 72259.4937 | 64116.4166 | 8143.0771 |
Avg Daily Profit (%) | 0.4642 | 0.3843 | 0.0799 | 0.2637 | 0.2589 | 0.1766 |
Buy And Hold Return (%) | 849.152 | 849.152 | 849.152 | 849.152 | 849.152 | 849.152 |
Max Trade Drawdown | -78716 | -48662 | -53316 | -22532486 | -16242347 | -12427706 |
Profit Factor | 3.3163 | 4.3793 | 1.9221 | 2.0368 | 2.6244 | 1.2694 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 45.9016 | 45.9016 | 45.9016 | 45.9016 | 45.9016 | 45.9016 |
Ratio Avg Win / Avg Loss | 3.9085 | 5.1613 | 2.2653 | 2.4005 | 3.093 | 1.4961 |
Largest Winning Trade | 368880 | 368880 | 50562 | 39233005 | 39233005 | 7883493 |
Largest Losing Trade | -32903 | -32903 | -27517 | -6918997 | -6918997 | -5840506 |
Avg Bars in Trades | 59 | 61 | 57 | 59 | 61 | 57 |
Avg Bars in Winners | 86 | 87 | 84 | 86 | 87 | 84 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 7226 | 3741 | 3485 | 7226 | 3741 | 3485 |
Profit Streak | 78.8034 | 84.4701 | 78.8034 | 78.8034 | 84.4701 | 78.8034 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35312 | -270634 | -411067 | 437275 | -149169 | -154981 |
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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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