Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349939.6011 | 1099166.705 | 250772.8961 | 131116568.8731 | 17567148.5049 | 113549420.3682 |
Total P&L (%) | 1349.9396 | 1099.1667 | 250.7729 | 131116.5689 | 17567.1485 | 113549.4204 |
Avg Daily Profit (%) | 0.5698 | 0.464 | 0.1059 | 0.3035 | 0.2187 | 0.2974 |
Buy And Hold Return (%) | 482.7959 | 482.7959 | 482.7959 | 482.7959 | 482.7959 | 482.7959 |
Max Trade Drawdown | -63330 | -91327 | -39497 | -97799219 | -80038705 | -33945584 |
Profit Factor | 3.1587 | 4.1002 | 1.926 | 1.389 | 1.0826 | 1.913 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 50.7937 | 49.2063 | 52.381 | 50.7937 | 49.2063 | 52.381 |
Ratio Avg Win / Avg Loss | 3.0599 | 4.2325 | 1.7509 | 1.3456 | 1.1175 | 1.7391 |
Largest Winning Trade | 395491 | 395491 | 57695 | 56518467 | 55037469 | 56518467 |
Largest Losing Trade | -29596 | -25537 | -29596 | -52988941 | -52988941 | -28136215 |
Avg Bars in Trades | 54 | 42 | 66 | 54 | 42 | 66 |
Avg Bars in Winners | 67 | 56 | 78 | 67 | 56 | 78 |
Avg Bars in Losers | 40 | 28 | 52 | 40 | 28 | 52 |
Bars Traded | 6835 | 2670 | 4165 | 6835 | 2670 | 4165 |
Profit Streak | 15.1501 | 15.1501 | 20.4834 | 15.1501 | 15.1501 | 20.4834 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 556260 | -134019 | -359603 | 398135 | -267879 | -133315 |
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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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