Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1497278.9671 | 1417777.5079 | 79501.4591 | 63712325.3191 | 89344515.6633 | -25632190.3442 |
Total P&L (%) | 1497.279 | 1417.7775 | 79.5015 | 63712.3253 | 89344.5157 | -25632.1903 |
Avg Daily Profit (%) | 0.7189 | 0.6808 | 0.0382 | 0.3106 | 0.3269 | 0 |
Buy And Hold Return (%) | 10969.1586 | 10969.1586 | 10969.1586 | 10969.1586 | 10969.1586 | 10969.1586 |
Max Trade Drawdown | -117526 | -129778 | -71877 | -157805983 | -93483054 | -103764902 |
Profit Factor | 2.814 | 3.5648 | 1.2916 | 1.1226 | 1.2613 | 0.856 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 47.8873 | 44.8598 | 50.9434 | 47.8873 | 44.8598 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.0623 | 4.3817 | 1.2438 | 1.2216 | 1.5503 | 0.8243 |
Largest Winning Trade | 507841 | 507841 | 37911 | 55211543 | 55211543 | 20896313 |
Largest Losing Trade | -51566 | -51566 | -25907 | -52850159 | -49847787 | -52850159 |
Avg Bars in Trades | 116 | 201 | 30 | 116 | 201 | 30 |
Avg Bars in Winners | 105 | 182 | 36 | 105 | 182 | 36 |
Avg Bars in Losers | 126 | 217 | 23 | 126 | 217 | 23 |
Bars Traded | 24770 | 21570 | 3200 | 24770 | 21570 | 3200 |
Profit Streak | 24.3495 | 25.5162 | 24.3495 | 24.3495 | 25.5162 | 24.3495 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146175 | -148135 | -307259 | -75774 | 318022 | -580383 |
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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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