Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037098.0875 | 873628.2914 | 163469.7961 | 31539082.3399 | 56929701.6537 | -25390619.3139 |
Total P&L (%) | 1037.0981 | 873.6283 | 163.4698 | 31539.0823 | 56929.7017 | -25390.6193 |
Avg Daily Profit (%) | 0.4148 | 0.3494 | 0.0654 | 0.2305 | 0.2541 | 0 |
Buy And Hold Return (%) | 757.3954 | 757.3954 | 757.3954 | 757.3954 | 757.3954 | 757.3954 |
Max Trade Drawdown | -101522 | -80648 | -76316 | -38310864 | -13212034 | -36277503 |
Profit Factor | 2.6147 | 3.6951 | 1.5138 | 1.3299 | 2.5308 | 0.5652 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 47.7612 | 44.7761 | 50.7463 | 47.7612 | 44.7761 | 50.7463 |
Ratio Avg Win / Avg Loss | 2.8598 | 4.5573 | 1.4693 | 1.4546 | 3.1213 | 0.5486 |
Largest Winning Trade | 163992 | 163992 | 64235 | 27672312 | 27672312 | 5130297 |
Largest Losing Trade | -47890 | -29525 | -47890 | -27021545 | -6945481 | -27021545 |
Avg Bars in Trades | 53 | 53 | 53 | 53 | 53 | 53 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 42 | 44 | 39 | 42 | 44 | 39 |
Bars Traded | 7172 | 3603 | 3569 | 7172 | 3603 | 3569 |
Profit Streak | 150.6111 | 164.2777 | 150.6111 | 150.6111 | 164.2777 | 150.6111 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35189 | -219903 | -386030 | 338461 | -104698 | -696787 |
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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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