Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1459469.9995 | 1172629.1323 | 286840.8672 | 151409599.2093 | 33535026.2909 | 117874572.9185 |
Total P&L (%) | 1459.47 | 1172.6291 | 286.8409 | 151409.5992 | 33535.0263 | 117874.5729 |
Avg Daily Profit (%) | 0.7005 | 0.5629 | 0.1377 | 0.3521 | 0.2797 | 0.3401 |
Buy And Hold Return (%) | 47.5667 | 47.5667 | 47.5667 | 47.5667 | 47.5667 | 47.5667 |
Max Trade Drawdown | -74218 | -77421 | -58649 | -77180883 | -74833773 | -38252001 |
Profit Factor | 3.8922 | 4.8736 | 2.4208 | 1.4215 | 1.1345 | 2.0727 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 54 | 22 | 32 | 54 | 22 | 32 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 48.6486 | 40 | 57.1429 | 48.6486 | 40 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.1085 | 7.3103 | 1.8156 | 1.5005 | 1.7018 | 1.5545 |
Largest Winning Trade | 355053 | 355053 | 82120 | 70771193 | 59339063 | 70771193 |
Largest Losing Trade | -51779 | -25962 | -51779 | -29957877 | -29957877 | -21565082 |
Avg Bars in Trades | 221 | 196 | 247 | 221 | 196 | 247 |
Avg Bars in Winners | 322 | 306 | 333 | 322 | 306 | 333 |
Avg Bars in Losers | 126 | 123 | 131 | 126 | 123 | 131 |
Bars Traded | 24633 | 10794 | 13839 | 24633 | 10794 | 13839 |
Profit Streak | 16.7327 | 0 | 24.8161 | 16.7327 | 0 | 24.8161 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 707060 | -165102 | -183847 | 418240 | -246669 | -165410 |
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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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