Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926717.2748 | 757953.9316 | 168763.3432 | 32237574.3551 | 56104228.2782 | -23866653.9231 |
Total P&L (%) | 926.7173 | 757.9539 | 168.7633 | 32237.5744 | 56104.2283 | -23866.6539 |
Avg Daily Profit (%) | 0.3706 | 0.3031 | 0.0675 | 0.2314 | 0.2536 | 0 |
Buy And Hold Return (%) | 738.1441 | 738.1441 | 738.1441 | 738.1441 | 738.1441 | 738.1441 |
Max Trade Drawdown | -83533 | -59303 | -97286 | -39988497 | -16059019 | -41869698 |
Profit Factor | 3.0507 | 4.2827 | 1.7636 | 1.2973 | 2.209 | 0.6152 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 48.7603 | 46.6667 | 50.8197 | 48.7603 | 46.6667 | 50.8197 |
Ratio Avg Win / Avg Loss | 3.2058 | 4.8945 | 1.7067 | 1.3633 | 2.5246 | 0.5954 |
Largest Winning Trade | 263033 | 263033 | 35427 | 46629324 | 46629324 | 9243294 |
Largest Losing Trade | -38111 | -17753 | -38111 | -24527670 | -5861516 | -24527670 |
Avg Bars in Trades | 57 | 69 | 46 | 57 | 69 | 46 |
Avg Bars in Winners | 84 | 97 | 72 | 84 | 97 | 72 |
Avg Bars in Losers | 32 | 44 | 19 | 32 | 44 | 19 |
Bars Traded | 6992 | 4140 | 2852 | 6992 | 4140 | 2852 |
Profit Streak | 67.0824 | 82.7491 | 67.0824 | 67.0824 | 82.7491 | 67.0824 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70165 | -310754 | -426260 | 330578 | -156815 | -741793 |
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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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