Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2599163.3842 | 2518996.0371 | 80167.3472 | 47966067.1419 | 56087370.5947 | -8121303.4528 |
Total P&L (%) | 2599.1634 | 2518.996 | 80.1673 | 47966.0671 | 56087.3706 | -8121.3035 |
Avg Daily Profit (%) | 1.1485 | 1.113 | 0.0354 | 0.2732 | 0.2801 | 0 |
Buy And Hold Return (%) | 9539.1217 | 9539.1217 | 9539.1217 | 9539.1217 | 9539.1217 | 9539.1217 |
Max Trade Drawdown | -82117 | -68826 | -60427 | -62705292 | -39231002 | -44174509 |
Profit Factor | 5.4504 | 8.8695 | 1.3037 | 1.2576 | 1.6146 | 0.9145 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 111 | 53 | 58 | 111 | 53 | 58 |
Losing Trades | 111 | 58 | 53 | 111 | 58 | 53 |
Profitability (%) | 50 | 47.7477 | 52.2523 | 50 | 47.7477 | 52.2523 |
Ratio Avg Win / Avg Loss | 5.4504 | 9.7062 | 1.1914 | 1.2576 | 1.7669 | 0.8356 |
Largest Winning Trade | 1732474 | 1732474 | 49751 | 72628066 | 72628066 | 30248780 |
Largest Losing Trade | -21852 | -16415 | -21852 | -17375856 | -13529737 | -17375856 |
Avg Bars in Trades | 58 | 56 | 60 | 58 | 56 | 60 |
Avg Bars in Winners | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 13069 | 6317 | 6752 | 13069 | 6317 | 6752 |
Profit Streak | 59.1648 | 60.4981 | 59.1648 | 59.1648 | 60.4981 | 59.1648 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141568 | -143970 | -310235 | 352434 | 391460 | -579767 |
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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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