Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1052006.1928 | 892507.1102 | 159499.0826 | 22615027.5139 | 24849441.6308 | -2234414.1169 |
Total P&L (%) | 1052.0062 | 892.5071 | 159.4991 | 22615.0275 | 24849.4416 | -2234.4141 |
Avg Daily Profit (%) | 0.4207 | 0.357 | 0.0638 | 0.2172 | 0.221 | 0 |
Buy And Hold Return (%) | 739.3878 | 739.3878 | 739.3878 | 739.3878 | 739.3878 | 739.3878 |
Max Trade Drawdown | -83271 | -49428 | -71702 | -7920759 | -2916141 | -10562028 |
Profit Factor | 2.8969 | 4.452 | 1.5388 | 1.9091 | 3.5831 | 0.8535 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 48.062 | 45.3125 | 50.7692 | 48.062 | 45.3125 | 50.7692 |
Ratio Avg Win / Avg Loss | 3.1305 | 5.3731 | 1.4921 | 2.0631 | 4.3244 | 0.8277 |
Largest Winning Trade | 368470 | 368470 | 53019 | 14274593 | 14274593 | 1973307 |
Largest Losing Trade | -64155 | -19042 | -64155 | -6569819 | -2465068 | -6569819 |
Avg Bars in Trades | 56 | 61 | 52 | 56 | 61 | 52 |
Avg Bars in Winners | 75 | 77 | 72 | 75 | 77 | 72 |
Avg Bars in Losers | 39 | 47 | 31 | 39 | 47 | 31 |
Bars Traded | 7319 | 3919 | 3400 | 7319 | 3919 | 3400 |
Profit Streak | 77.875 | 83.2083 | 77.875 | 77.875 | 83.2083 | 77.875 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18230 | -225300 | -403009 | 445031 | -125749 | -711800 |
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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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