Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3841500.0238 | 3836417.1455 | 5082.8783 | 83980.5497 | -331608.439 | 415588.9888 |
Total P&L (%) | 3841.5 | 3836.4171 | 5.0829 | 83.9806 | -331.6084 | 415.589 |
Avg Daily Profit (%) | 1.8439 | 1.8415 | 0.0024 | 0.0293 | 0 | 0.0788 |
Buy And Hold Return (%) | 104.3912 | 104.3912 | 104.3912 | 104.3912 | 104.3912 | 104.3912 |
Max Trade Drawdown | -159876 | -193101 | -57024 | -4841808 | -5357480 | -1542865 |
Profit Factor | 4.9322 | 6.0769 | 1.023 | 1.0054 | 0.9729 | 1.1239 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 78 | 44 | 34 | 78 | 44 | 34 |
Profitability (%) | 41.791 | 34.3284 | 49.2537 | 41.791 | 34.3284 | 49.2537 |
Ratio Avg Win / Avg Loss | 6.8698 | 11.6253 | 1.054 | 1.4004 | 1.8612 | 1.158 |
Largest Winning Trade | 3584053 | 3584053 | 34604 | 4469519 | 4469519 | 995853 |
Largest Losing Trade | -62703 | -62703 | -26977 | -2820490 | -2820490 | -828639 |
Avg Bars in Trades | 184 | 326 | 42 | 184 | 326 | 42 |
Avg Bars in Winners | 249 | 522 | 59 | 249 | 522 | 59 |
Avg Bars in Losers | 138 | 224 | 26 | 138 | 224 | 26 |
Bars Traded | 24745 | 21897 | 2848 | 24745 | 21897 | 2848 |
Profit Streak | 13.2042 | 0 | 104.3709 | 13.2042 | 0 | 104.3709 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 705097 | -100454 | -667000 | -536394 | -701052 | -290668 |
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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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