Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012200.3007 | 867108.694 | 145091.6067 | 20130170.134 | 27031832.7392 | -6901662.6052 |
Total P&L (%) | 1012.2003 | 867.1087 | 145.0916 | 20130.1701 | 27031.8327 | -6901.6626 |
Avg Daily Profit (%) | 0.4048 | 0.3468 | 0.058 | 0.2126 | 0.2243 | 0 |
Buy And Hold Return (%) | 913.1755 | 913.1755 | 913.1755 | 913.1755 | 913.1755 | 913.1755 |
Max Trade Drawdown | -129241 | -72417 | -86370 | -40132875 | -23497167 | -16635707 |
Profit Factor | 2.7305 | 3.6985 | 1.5504 | 1.3364 | 1.7989 | 0.7345 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 44.4444 | 41.3793 | 47.4576 | 44.4444 | 41.3793 | 47.4576 |
Ratio Avg Win / Avg Loss | 3.4131 | 5.2395 | 1.7166 | 1.6705 | 2.5485 | 0.8132 |
Largest Winning Trade | 346098 | 346098 | 51263 | 29071449 | 29071449 | 5533542 |
Largest Losing Trade | -40640 | -40640 | -22476 | -10611004 | -10611004 | -8570752 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Losers | 27 | 31 | 22 | 27 | 31 | 22 |
Bars Traded | 4868 | 2455 | 2413 | 4868 | 2455 | 2413 |
Profit Streak | 80.9961 | 81.4961 | 80.9961 | 80.9961 | 81.4961 | 80.9961 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117930 | -332494 | -455603 | 312319 | -171192 | -757889 |
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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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