Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1758780.7363 | 1615605.4451 | 143175.2911 | 23843362.1576 | 20205082.5137 | 3638279.6439 |
Total P&L (%) | 1758.7807 | 1615.6054 | 143.1753 | 23843.3622 | 20205.0825 | 3638.2796 |
Avg Daily Profit (%) | 0.9623 | 0.8839 | 0.0783 | 0.3002 | 0.2911 | 0.1983 |
Buy And Hold Return (%) | 732.4906 | 732.4906 | 732.4906 | 732.4906 | 732.4906 | 732.4906 |
Max Trade Drawdown | -71984 | -48588 | -50711 | -29141884 | -21457856 | -20358988 |
Profit Factor | 4.3108 | 7.2964 | 1.5213 | 1.21 | 1.3843 | 1.0597 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 38.3838 | 32.6531 | 44 | 38.3838 | 32.6531 | 44 |
Ratio Avg Win / Avg Loss | 6.92 | 15.0488 | 1.9363 | 1.9423 | 2.855 | 1.3487 |
Largest Winning Trade | 827142 | 827142 | 75434 | 27648083 | 27648083 | 16456232 |
Largest Losing Trade | -24418 | -24418 | -20632 | -7843935 | -6735122 | -7843935 |
Avg Bars in Trades | 71 | 67 | 76 | 71 | 67 | 76 |
Avg Bars in Winners | 128 | 124 | 130 | 128 | 124 | 130 |
Avg Bars in Losers | 36 | 40 | 33 | 36 | 40 | 33 |
Bars Traded | 7124 | 3311 | 3813 | 7124 | 3311 | 3813 |
Profit Streak | 28.262 | 29.012 | 28.262 | 28.262 | 29.012 | 28.262 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472927 | 365024 | -433439 | 226590 | 159013 | -330078 |
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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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