Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1547603.1719 | 1367290.3287 | 180312.8432 | 38222863.0672 | 30212458.7415 | 8010404.3257 |
Total P&L (%) | 1547.6032 | 1367.2903 | 180.3128 | 38222.8631 | 30212.4587 | 8010.4043 |
Avg Daily Profit (%) | 0.8524 | 0.7531 | 0.0993 | 0.3282 | 0.3152 | 0.2424 |
Buy And Hold Return (%) | 574.1077 | 574.1077 | 574.1077 | 574.1077 | 574.1077 | 574.1077 |
Max Trade Drawdown | -70966 | -62125 | -56799 | -16565002 | -6800750 | -14259465 |
Profit Factor | 3.7853 | 6.5713 | 1.5812 | 1.4696 | 1.8187 | 1.18 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 46.2687 | 44 | 48.5149 | 46.2687 | 44 | 48.5149 |
Ratio Avg Win / Avg Loss | 4.3958 | 8.3635 | 1.6781 | 1.7066 | 2.3147 | 1.2523 |
Largest Winning Trade | 643713 | 643713 | 74653 | 16704168 | 16704168 | 16430194 |
Largest Losing Trade | -35444 | -14737 | -35444 | -8691648 | -4833983 | -8691648 |
Avg Bars in Trades | 52 | 49 | 56 | 52 | 49 | 56 |
Avg Bars in Winners | 88 | 81 | 94 | 88 | 81 | 94 |
Avg Bars in Losers | 22 | 23 | 20 | 22 | 23 | 20 |
Bars Traded | 10632 | 4915 | 5717 | 10632 | 4915 | 5717 |
Profit Streak | 15.8211 | 15.9877 | 15.8211 | 15.8211 | 15.9877 | 15.8211 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 643516 | 554290 | -223050 | 450214 | 393179 | -13889 |
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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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