Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150414.0125 | 1121587.4261 | 28826.5864 | 21303183.2845 | 31433938.0146 | -10130754.7301 |
Total P&L (%) | 1150.414 | 1121.5874 | 28.8266 | 21303.1833 | 31433.938 | -10130.7547 |
Avg Daily Profit (%) | 0.6154 | 0.6 | 0.0154 | 0.2875 | 0.3083 | 0 |
Buy And Hold Return (%) | 9043.6556 | 9043.6556 | 9043.6556 | 9043.6556 | 9043.6556 | 9043.6556 |
Max Trade Drawdown | -74001 | -31907 | -83222 | -18677930 | -7817857 | -17857683 |
Profit Factor | 4.0038 | 8.6645 | 1.1218 | 1.5326 | 3.2207 | 0.6079 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 54.878 | 60.9756 | 48.7805 | 54.878 | 60.9756 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.292 | 5.5453 | 1.1779 | 1.2602 | 2.0612 | 0.6383 |
Largest Winning Trade | 330128 | 330128 | 62494 | 19862364 | 19862364 | 3812736 |
Largest Losing Trade | -41028 | -17175 | -41028 | -4302244 | -3899630 | -4302244 |
Avg Bars in Trades | 84 | 73 | 95 | 84 | 73 | 95 |
Avg Bars in Winners | 107 | 94 | 123 | 107 | 94 | 123 |
Avg Bars in Losers | 57 | 42 | 69 | 57 | 42 | 69 |
Bars Traded | 6965 | 3032 | 3933 | 6965 | 3032 | 3933 |
Profit Streak | 44.8818 | 111.1318 | 44.8818 | 44.8818 | 111.1318 | 44.8818 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153776 | -142980 | -424012 | -878 | 548740 | -580228 |
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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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