Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957234.2642 | 822043.3204 | 135190.9438 | 19466516.2471 | 22955351.1746 | -3488834.9275 |
Total P&L (%) | 957.2343 | 822.0433 | 135.1909 | 19466.5162 | 22955.3512 | -3488.8349 |
Avg Daily Profit (%) | 0.3828 | 0.3288 | 0.0541 | 0.2113 | 0.2178 | 0 |
Buy And Hold Return (%) | 908.2256 | 908.2256 | 908.2256 | 908.2256 | 908.2256 | 908.2256 |
Max Trade Drawdown | -76523 | -68895 | -89256 | -6380299 | -4108678 | -10492238 |
Profit Factor | 2.9945 | 5.5414 | 1.4522 | 1.6988 | 3.4224 | 0.8102 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 50.365 | 53.6232 | 47.0588 | 50.365 | 53.6232 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.9511 | 4.7926 | 1.6338 | 1.6742 | 2.9599 | 0.9115 |
Largest Winning Trade | 315813 | 315813 | 51015 | 12286961 | 12286961 | 1880860 |
Largest Losing Trade | -50148 | -22876 | -50148 | -5851937 | -1519303 | -5851937 |
Avg Bars in Trades | 51 | 45 | 57 | 51 | 45 | 57 |
Avg Bars in Winners | 62 | 47 | 80 | 62 | 47 | 80 |
Avg Bars in Losers | 39 | 43 | 36 | 39 | 43 | 36 |
Bars Traded | 7043 | 3150 | 3893 | 7043 | 3150 | 3893 |
Profit Streak | 169.9117 | 169.9117 | 184.5784 | 169.9117 | 169.9117 | 184.5784 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131877 | -248690 | -393996 | 473247 | -85507 | -690407 |
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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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