Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226198.2982 | 1165257.3255 | 60940.9727 | 15128573.2732 | 10844385.8568 | 4284187.4163 |
Total P&L (%) | 1226.1983 | 1165.2573 | 60.941 | 15128.5733 | 10844.3859 | 4284.1874 |
Avg Daily Profit (%) | 0.661 | 0.6281 | 0.0328 | 0.2713 | 0.2534 | 0.204 |
Buy And Hold Return (%) | 5126.0217 | 5126.0217 | 5126.0217 | 5126.0217 | 5126.0217 | 5126.0217 |
Max Trade Drawdown | -130780 | -166023 | -73550 | -7364329 | -8448067 | -2478879 |
Profit Factor | 3.3764 | 4.6948 | 1.3038 | 1.493 | 1.5046 | 1.4661 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 49.4624 | 50 | 48.9362 | 49.4624 | 50 | 48.9362 |
Ratio Avg Win / Avg Loss | 3.4498 | 4.6948 | 1.3604 | 1.5255 | 1.5046 | 1.5298 |
Largest Winning Trade | 431887 | 431887 | 33610 | 5818513 | 5818513 | 2791642 |
Largest Losing Trade | -55896 | -55896 | -48140 | -6323719 | -6323719 | -1335756 |
Avg Bars in Trades | 111 | 193 | 31 | 111 | 193 | 31 |
Avg Bars in Winners | 130 | 220 | 41 | 130 | 220 | 41 |
Avg Bars in Losers | 93 | 166 | 22 | 93 | 166 | 22 |
Bars Traded | 10397 | 8896 | 1501 | 10397 | 8896 | 1501 |
Profit Streak | 82.8797 | 0 | 97.0464 | 82.8797 | 0 | 97.0464 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146746 | -146436 | -314451 | 304711 | 176203 | -155268 |
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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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