Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018130.1005 | 899720.1536 | 118409.9469 | 12906322.9464 | 20358671.5976 | -7452348.6512 |
Total P&L (%) | 1018.1301 | 899.7202 | 118.4099 | 12906.3229 | 20358.6716 | -7452.3487 |
Avg Daily Profit (%) | 0.4072 | 0.3598 | 0.0474 | 0.1949 | 0.213 | 0 |
Buy And Hold Return (%) | 862.4255 | 862.4255 | 862.4255 | 862.4255 | 862.4255 | 862.4255 |
Max Trade Drawdown | -116043 | -62867 | -82261 | -22040060 | -12630481 | -12896087 |
Profit Factor | 2.548 | 3.3816 | 1.423 | 1.2971 | 1.8158 | 0.597 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 44.6154 | 43.0769 | 46.1538 | 44.6154 | 43.0769 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.163 | 4.4686 | 1.6601 | 1.6102 | 2.3995 | 0.6965 |
Largest Winning Trade | 364298 | 364298 | 47720 | 23398852 | 23398852 | 1665137 |
Largest Losing Trade | -47794 | -47794 | -24108 | -5473136 | -5473136 | -5166062 |
Avg Bars in Trades | 37 | 37 | 36 | 37 | 37 | 36 |
Avg Bars in Winners | 53 | 54 | 53 | 53 | 54 | 53 |
Avg Bars in Losers | 23 | 25 | 21 | 23 | 25 | 21 |
Bars Traded | 4820 | 2469 | 2351 | 4820 | 2469 | 2351 |
Profit Streak | 85.2073 | 88.7073 | 85.2073 | 85.2073 | 88.7073 | 85.2073 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95731 | -270545 | -426393 | 301775 | -122498 | -713673 |
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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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