Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933813.2272 | 779202.6911 | 154610.536 | 22043945.086 | 25871952.5916 | -3828007.5057 |
Total P&L (%) | 933.8132 | 779.2027 | 154.6105 | 22043.9451 | 25871.9526 | -3828.0075 |
Avg Daily Profit (%) | 0.3735 | 0.3116 | 0.0618 | 0.2162 | 0.2226 | 0 |
Buy And Hold Return (%) | 703.0108 | 703.0108 | 703.0108 | 703.0108 | 703.0108 | 703.0108 |
Max Trade Drawdown | -53659 | -55275 | -64027 | -7612820 | -3107983 | -10335065 |
Profit Factor | 2.8407 | 4.3349 | 1.565 | 1.8723 | 3.7598 | 0.7592 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 53.6585 | 50.8197 | 56.4516 | 53.6585 | 50.8197 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.4533 | 4.195 | 1.2073 | 1.6169 | 3.6385 | 0.5857 |
Largest Winning Trade | 340949 | 340949 | 46097 | 15667584 | 15667584 | 2087265 |
Largest Losing Trade | -48835 | -28565 | -48835 | -7088230 | -2039173 | -7088230 |
Avg Bars in Trades | 57 | 63 | 51 | 57 | 63 | 51 |
Avg Bars in Winners | 63 | 66 | 61 | 63 | 66 | 61 |
Avg Bars in Losers | 50 | 59 | 39 | 50 | 59 | 39 |
Bars Traded | 7070 | 3847 | 3223 | 7070 | 3847 | 3223 |
Profit Streak | 76.7259 | 114.0593 | 76.7259 | 76.7259 | 114.0593 | 76.7259 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46930 | -276376 | -427219 | 485819 | -145499 | -733564 |
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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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