Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037533.0554 | 875243.5294 | 162289.526 | 34495204.194 | 35531591.6922 | -1036387.4982 |
Total P&L (%) | 1037.5331 | 875.2435 | 162.2895 | 34495.2042 | 35531.5917 | -1036.3875 |
Avg Daily Profit (%) | 0.415 | 0.3501 | 0.0649 | 0.2341 | 0.2353 | 0 |
Buy And Hold Return (%) | 773.6166 | 773.6166 | 773.6166 | 773.6166 | 773.6166 | 773.6166 |
Max Trade Drawdown | -52219 | -51305 | -41665 | -16114747 | -10719338 | -7471210 |
Profit Factor | 2.9748 | 3.9875 | 1.6983 | 1.8717 | 2.5628 | 0.9384 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 83 | 40 | 43 | 83 | 40 | 43 |
Profitability (%) | 40.2878 | 42.029 | 38.5714 | 40.2878 | 42.029 | 38.5714 |
Ratio Avg Win / Avg Loss | 4.4091 | 5.5 | 2.7047 | 2.7741 | 3.5349 | 1.4946 |
Largest Winning Trade | 330754 | 330754 | 50020 | 26327572 | 26327572 | 2650951 |
Largest Losing Trade | -24238 | -24238 | -21690 | -3925242 | -3925242 | -3071212 |
Avg Bars in Trades | 50 | 50 | 51 | 50 | 50 | 51 |
Avg Bars in Winners | 86 | 87 | 85 | 86 | 87 | 85 |
Avg Bars in Losers | 27 | 23 | 30 | 27 | 23 | 30 |
Bars Traded | 7079 | 3466 | 3613 | 7079 | 3466 | 3613 |
Profit Streak | 82.809 | 95.4756 | 82.809 | 82.809 | 95.4756 | 82.809 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46533 | -213034 | -367168 | 339652 | -91273 | -677455 |
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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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