Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051866.178 | 1039931.6889 | 11934.4891 | 11695862.8115 | 21504456.1862 | -9808593.3746 |
Total P&L (%) | 1051.8662 | 1039.9317 | 11.9345 | 11695.8628 | 21504.4562 | -9808.5934 |
Avg Daily Profit (%) | 0.5581 | 0.5518 | 0.0063 | 0.2534 | 0.2856 | 0 |
Buy And Hold Return (%) | 7143.111 | 7143.111 | 7143.111 | 7143.111 | 7143.111 | 7143.111 |
Max Trade Drawdown | -81088 | -95595 | -115141 | -13743579 | -7919583 | -15703050 |
Profit Factor | 2.2281 | 3.5832 | 1.0263 | 1.1635 | 1.6163 | 0.7323 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Losing Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Profitability (%) | 47.7477 | 48.6486 | 46.8468 | 47.7477 | 48.6486 | 46.8468 |
Ratio Avg Win / Avg Loss | 2.4383 | 3.7823 | 1.1644 | 1.2733 | 1.7061 | 0.8308 |
Largest Winning Trade | 305340 | 305340 | 41411 | 11415982 | 11415982 | 2591392 |
Largest Losing Trade | -31940 | -31940 | -23989 | -5335893 | -5335893 | -2685490 |
Avg Bars in Trades | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Winners | 69 | 71 | 66 | 69 | 71 | 66 |
Avg Bars in Losers | 32 | 35 | 29 | 32 | 35 | 29 |
Bars Traded | 11087 | 5882 | 5205 | 11087 | 5882 | 5205 |
Profit Streak | 34.8381 | 67.8381 | 34.8381 | 34.8381 | 67.8381 | 34.8381 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148710 | -147327 | -542689 | -39753 | 337575 | -581720 |
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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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