Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941251.07 | 813018.4017 | 128232.6684 | 14360344.1349 | 21811023.7724 | -7450679.6375 |
Total P&L (%) | 941.2511 | 813.0184 | 128.2327 | 14360.3441 | 21811.0238 | -7450.6796 |
Avg Daily Profit (%) | 0.3765 | 0.3252 | 0.0513 | 0.1991 | 0.2158 | 0 |
Buy And Hold Return (%) | 756.2138 | 756.2138 | 756.2138 | 756.2138 | 756.2138 | 756.2138 |
Max Trade Drawdown | -78719 | -64476 | -69316 | -14678139 | -6966330 | -10100139 |
Profit Factor | 2.2634 | 3.0074 | 1.3771 | 1.3509 | 2.0295 | 0.6226 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 110 | 51 | 59 | 110 | 51 | 59 |
Losing Trades | 134 | 71 | 63 | 134 | 71 | 63 |
Profitability (%) | 45.082 | 41.8033 | 48.3607 | 45.082 | 41.8033 | 48.3607 |
Ratio Avg Win / Avg Loss | 2.7572 | 4.1868 | 1.4705 | 1.6456 | 2.8254 | 0.6648 |
Largest Winning Trade | 336704 | 336704 | 45781 | 17816743 | 17816743 | 2037478 |
Largest Losing Trade | -51086 | -18881 | -51086 | -4881899 | -2564305 | -4881899 |
Avg Bars in Trades | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Winners | 41 | 48 | 35 | 41 | 48 | 35 |
Avg Bars in Losers | 17 | 15 | 20 | 17 | 15 | 20 |
Bars Traded | 6951 | 3578 | 3373 | 6951 | 3578 | 3373 |
Profit Streak | 69.9424 | 78.9424 | 0 | 69.9424 | 78.9424 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75597 | -129732 | -290237 | 350511 | 354717 | -581367 |
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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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