Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032794.6579 | 887756.2539 | 145038.404 | 14601027.7832 | 18289995.4147 | -3688967.6315 |
Total P&L (%) | 1032.7947 | 887.7563 | 145.0384 | 14601.0278 | 18289.9954 | -3688.9676 |
Avg Daily Profit (%) | 0.4131 | 0.3551 | 0.058 | 0.1998 | 0.2088 | 0 |
Buy And Hold Return (%) | 724.6727 | 724.6727 | 724.6727 | 724.6727 | 724.6727 | 724.6727 |
Max Trade Drawdown | -97897 | -47678 | -86534 | -10338889 | -1811140 | -11057705 |
Profit Factor | 2.8347 | 4.6642 | 1.4524 | 1.6281 | 3.4002 | 0.7639 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 47.7273 | 45.4545 | 50 | 47.7273 | 45.4545 | 50 |
Ratio Avg Win / Avg Loss | 3.1047 | 5.597 | 1.4524 | 1.7832 | 4.0803 | 0.7639 |
Largest Winning Trade | 367360 | 367360 | 53019 | 8958457 | 8958457 | 1363835 |
Largest Losing Trade | -73809 | -17835 | -73809 | -8638666 | -1811140 | -8638666 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Losers | 39 | 45 | 32 | 39 | 45 | 32 |
Bars Traded | 7182 | 3910 | 3272 | 7182 | 3910 | 3272 |
Profit Streak | 79.9198 | 79.9198 | 150.5865 | 79.9198 | 79.9198 | 150.5865 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17798 | -204520 | -403442 | 415712 | -111052 | -703995 |
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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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