Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761213.5165 | 743610.3776 | 17603.139 | -4948243.2036 | -17123241.0852 | 12174997.8817 |
Total P&L (%) | 761.2135 | 743.6104 | 17.6031 | -4948.2432 | -17123.2411 | 12174.9979 |
Avg Daily Profit (%) | 0.3044 | 0.2974 | 0.007 | 0 | 0 | 0.1926 |
Buy And Hold Return (%) | 849.5089 | 849.5089 | 849.5089 | 849.5089 | 849.5089 | 849.5089 |
Max Trade Drawdown | -155306 | -61143 | -154406 | -19277558 | -18643832 | -6415457 |
Profit Factor | 2.2603 | 4.496 | 1.045 | 0.8638 | 0.3465 | 2.2019 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 24 | 25 | 35 | 19 | 16 |
Losing Trades | 28 | 14 | 14 | 42 | 19 | 23 |
Profitability (%) | 63.6364 | 63.1579 | 64.1026 | 45.4545 | 50 | 41.0256 |
Ratio Avg Win / Avg Loss | 1.2916 | 2.6227 | 0.5852 | 1.0366 | 0.3465 | 3.1652 |
Largest Winning Trade | 270388 | 270388 | 49841 | 12407189 | 1776180 | 12407189 |
Largest Losing Trade | -154406 | -39190 | -154406 | -13716295 | -13716295 | -1290191 |
Avg Bars in Trades | 62 | 67 | 58 | 62 | 67 | 58 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 69 | 59 |
Avg Bars in Losers | 58 | 71 | 45 | 61 | 64 | 57 |
Bars Traded | 4840 | 2552 | 2288 | 4840 | 2552 | 2288 |
Profit Streak | 152.3572 | 155.3572 | 152.3572 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196506 | -146799 | -519093 | -627156 | -580764 | 313001 |
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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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