Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470564.5591 | 1387521.5119 | 83043.0472 | 37779113.7357 | 42299433.4373 | -4520319.7015 |
Total P&L (%) | 1470.5646 | 1387.5215 | 83.043 | 37779.1137 | 42299.4334 | -4520.3197 |
Avg Daily Profit (%) | 0.7906 | 0.746 | 0.0446 | 0.3197 | 0.3258 | 0 |
Buy And Hold Return (%) | 5556.3828 | 5556.3828 | 5556.3828 | 5556.3828 | 5556.3828 | 5556.3828 |
Max Trade Drawdown | -125839 | -116716 | -106452 | -13996903 | -11836759 | -12900982 |
Profit Factor | 3.1325 | 4.9288 | 1.2468 | 1.4014 | 1.965 | 0.9101 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 105 | 56 | 49 | 105 | 56 | 49 |
Losing Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Profitability (%) | 49.763 | 53.3333 | 46.2264 | 49.763 | 53.3333 | 46.2264 |
Ratio Avg Win / Avg Loss | 3.1623 | 4.3127 | 1.4504 | 1.4147 | 1.7194 | 1.0587 |
Largest Winning Trade | 600831 | 600831 | 65006 | 14502753 | 14502753 | 9181241 |
Largest Losing Trade | -58604 | -58604 | -30898 | -7787640 | -6570840 | -7787640 |
Avg Bars in Trades | 102 | 102 | 101 | 102 | 102 | 101 |
Avg Bars in Winners | 135 | 149 | 120 | 135 | 149 | 120 |
Avg Bars in Losers | 69 | 50 | 85 | 69 | 50 | 85 |
Bars Traded | 21593 | 10813 | 10780 | 21593 | 10813 | 10780 |
Profit Streak | 0 | 75.2526 | 0 | 0 | 75.2526 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145693 | -143800 | -301035 | 383134 | 517519 | -580850 |
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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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