Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035004.7687 | 887080.0598 | 147924.7089 | 6175810.8632 | 13868074.699 | -7692263.8358 |
Total P&L (%) | 1035.0048 | 887.0801 | 147.9247 | 6175.8109 | 13868.0747 | -7692.2638 |
Avg Daily Profit (%) | 0.4356 | 0.3733 | 0.0623 | 0.1743 | 0.2081 | 0 |
Buy And Hold Return (%) | 295.0943 | 295.0943 | 295.0943 | 295.0943 | 295.0943 | 295.0943 |
Max Trade Drawdown | -232227 | -166069 | -143492 | -60563485 | -26272548 | -36951661 |
Profit Factor | 2.3033 | 3.7971 | 1.3101 | 1.0687 | 1.4492 | 0.8695 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 61.1111 | 65.0794 | 57.1429 | 61.1111 | 65.0794 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4658 | 2.0374 | 0.9826 | 0.6801 | 0.7776 | 0.6522 |
Largest Winning Trade | 256953 | 256953 | 56884 | 20218138 | 20218138 | 16523695 |
Largest Losing Trade | -63893 | -30717 | -63893 | -32700572 | -9914929 | -32700572 |
Avg Bars in Trades | 73 | 53 | 93 | 73 | 53 | 93 |
Avg Bars in Winners | 55 | 36 | 77 | 55 | 36 | 77 |
Avg Bars in Losers | 101 | 84 | 115 | 101 | 84 | 115 |
Bars Traded | 9290 | 3376 | 5914 | 9290 | 3376 | 5914 |
Profit Streak | 53.1968 | 53.1968 | 87.9468 | 53.1968 | 53.1968 | 87.9468 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503146 | -130413 | -421452 | -135446 | -136304 | -725126 |
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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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