Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1364086.0376 | 1338735.9585 | 25350.0791 | 7141423.6825 | 13058437.4762 | -5917013.7937 |
Total P&L (%) | 1364.086 | 1338.736 | 25.3501 | 7141.4237 | 13058.4375 | -5917.0138 |
Avg Daily Profit (%) | 0.6678 | 0.6554 | 0.0124 | 0.2099 | 0.2392 | 0 |
Buy And Hold Return (%) | 2405.0143 | 2405.0143 | 2405.0143 | 2405.0143 | 2405.0143 | 2405.0143 |
Max Trade Drawdown | -159681 | -155389 | -63133 | -39731910 | -36038426 | -8695782 |
Profit Factor | 3.0189 | 3.6769 | 1.1444 | 1.1093 | 1.2556 | 0.5847 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Losing Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Profitability (%) | 63.6364 | 73.4694 | 54 | 63.6364 | 73.4694 | 54 |
Ratio Avg Win / Avg Loss | 1.7251 | 1.3278 | 0.9749 | 0.6339 | 0.4534 | 0.4981 |
Largest Winning Trade | 457081 | 457081 | 31126 | 18743521 | 18743521 | 2123098 |
Largest Losing Trade | -75894 | -75894 | -23685 | -21900206 | -21900206 | -2826253 |
Avg Bars in Trades | 120 | 232 | 11 | 120 | 232 | 11 |
Avg Bars in Winners | 94 | 156 | 11 | 94 | 156 | 11 |
Avg Bars in Losers | 166 | 442 | 10 | 166 | 442 | 10 |
Bars Traded | 11927 | 11368 | 559 | 11927 | 11368 | 559 |
Profit Streak | 296.6331 | 395.4665 | 296.6331 | 296.6331 | 395.4665 | 296.6331 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144976 | -143617 | -584057 | -93984 | 359582 | -759448 |
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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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