Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1748401.1156 | 1675667.9204 | 72733.1952 | 41325379.6007 | 30084113.8544 | 11241265.7463 |
Total P&L (%) | 1748.4011 | 1675.6679 | 72.7332 | 41325.3796 | 30084.1139 | 11241.2657 |
Avg Daily Profit (%) | 0.7727 | 0.7406 | 0.0321 | 0.2667 | 0.2527 | 0.2093 |
Buy And Hold Return (%) | 9840.5006 | 9840.5006 | 9840.5006 | 9840.5006 | 9840.5006 | 9840.5006 |
Max Trade Drawdown | -125554 | -146094 | -21609 | -34345517 | -36559544 | -7554927 |
Profit Factor | 4.7104 | 5.542 | 1.711 | 1.4599 | 1.4041 | 1.729 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 57.5758 | 55.102 | 60 | 57.5758 | 55.102 | 60 |
Ratio Avg Win / Avg Loss | 3.4708 | 4.5157 | 1.1407 | 1.0757 | 1.1441 | 1.1527 |
Largest Winning Trade | 766264 | 766264 | 18120 | 20575714 | 20575714 | 6190259 |
Largest Losing Trade | -51222 | -51222 | -12155 | -21965600 | -21965600 | -4716031 |
Avg Bars in Trades | 127 | 248 | 9 | 127 | 248 | 9 |
Avg Bars in Winners | 79 | 154 | 11 | 79 | 154 | 11 |
Avg Bars in Losers | 193 | 365 | 4 | 193 | 365 | 4 |
Bars Traded | 12643 | 12190 | 453 | 12643 | 12190 | 453 |
Profit Streak | 62.4323 | 62.4323 | 295.4323 | 62.4323 | 62.4323 | 295.4323 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142627 | -143610 | -490662 | 369315 | 268740 | -288278 |
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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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