Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2008683.9687 | 1976455.4041 | 32228.5646 | -2368114.9421 | 729311.758 | -3097426.7 |
Total P&L (%) | 2008.684 | 1976.4554 | 32.2286 | -2368.1149 | 729.3118 | -3097.4267 |
Avg Daily Profit (%) | 0.8831 | 0.8689 | 0.0142 | 0 | 0.093 | 0 |
Buy And Hold Return (%) | 136.8737 | 136.8737 | 136.8737 | 136.8737 | 136.8737 | 136.8737 |
Max Trade Drawdown | -137013 | -98108 | -180881 | -9326888 | -6225895 | -4759675 |
Profit Factor | 3.2302 | 5.7604 | 1.0664 | 0.9258 | 1.0421 | 0.788 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 60 | 26 | 34 | 64 | 39 | 25 |
Losing Trades | 66 | 37 | 29 | 62 | 24 | 38 |
Profitability (%) | 47.619 | 41.2698 | 53.9683 | 50.7937 | 61.9048 | 39.6825 |
Ratio Avg Win / Avg Loss | 3.5533 | 8.1975 | 0.9096 | 0.8969 | 0.6413 | 1.1978 |
Largest Winning Trade | 1630330 | 1630330 | 57480 | 4650069 | 2191248 | 4650069 |
Largest Losing Trade | -132425 | -37798 | -132425 | -5404641 | -5404641 | -2775187 |
Avg Bars in Trades | 52 | 50 | 54 | 52 | 50 | 54 |
Avg Bars in Winners | 65 | 68 | 63 | 46 | 43 | 52 |
Avg Bars in Losers | 40 | 38 | 43 | 58 | 63 | 55 |
Bars Traded | 6625 | 3209 | 3416 | 6625 | 3209 | 3416 |
Profit Streak | 16.5665 | 0 | 57.2331 | 0 | 156.5665 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 698197 | -128774 | -634048 | -580340 | -389040 | -730081 |
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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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