Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089108.4387 | 1014639.6503 | 74468.7884 | 49810457.0314 | 47913115.0142 | 1897342.0171 |
Total P&L (%) | 1089.1084 | 1014.6397 | 74.4688 | 49810.457 | 47913.115 | 1897.342 |
Avg Daily Profit (%) | 0.5843 | 0.5444 | 0.04 | 0.3339 | 0.3318 | 0.1608 |
Buy And Hold Return (%) | 7666.631 | 7666.631 | 7666.631 | 7666.631 | 7666.631 | 7666.631 |
Max Trade Drawdown | -119571 | -76370 | -101786 | -22152704 | -5565001 | -16587703 |
Profit Factor | 2.5305 | 4.303 | 1.1841 | 1.7346 | 2.9834 | 1.0435 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 61.7978 | 62.9213 | 60.6742 | 61.7978 | 62.9213 | 60.6742 |
Ratio Avg Win / Avg Loss | 1.5643 | 2.5357 | 0.7675 | 1.0723 | 1.7581 | 0.6763 |
Largest Winning Trade | 180660 | 180660 | 52772 | 12267748 | 10579036 | 12267748 |
Largest Losing Trade | -59298 | -59298 | -39571 | -12272784 | -3559630 | -12272784 |
Avg Bars in Trades | 60 | 59 | 62 | 60 | 59 | 62 |
Avg Bars in Winners | 60 | 63 | 57 | 60 | 63 | 57 |
Avg Bars in Losers | 60 | 52 | 68 | 60 | 52 | 68 |
Bars Traded | 10841 | 5305 | 5536 | 10841 | 5305 | 5536 |
Profit Streak | 31.838 | 106.838 | 31.838 | 31.838 | 106.838 | 31.838 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146171 | -144521 | -323339 | 521403 | 624702 | -330845 |
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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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