Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2375948.3661 | 2308839.8503 | 67108.5158 | 23064810.0099 | 23852111.2709 | -787301.261 |
Total P&L (%) | 2375.9484 | 2308.8399 | 67.1085 | 23064.81 | 23852.1113 | -787.3013 |
Avg Daily Profit (%) | 1.2724 | 1.2365 | 0.0359 | 0.292 | 0.2938 | 0 |
Buy And Hold Return (%) | 7702.7213 | 7702.7213 | 7702.7213 | 7702.7213 | 7702.7213 | 7702.7213 |
Max Trade Drawdown | -136052 | -177619 | -55892 | -13853176 | -9495074 | -10143457 |
Profit Factor | 4.6065 | 6.7261 | 1.2626 | 1.4777 | 1.8337 | 0.96 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 89 | 40 | 49 | 89 | 40 | 49 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 58.1699 | 52.6316 | 63.6364 | 58.1699 | 52.6316 | 63.6364 |
Ratio Avg Win / Avg Loss | 3.3126 | 6.0535 | 0.7215 | 1.0626 | 1.6503 | 0.5486 |
Largest Winning Trade | 1478009 | 1478009 | 23144 | 12710712 | 12710712 | 3077532 |
Largest Losing Trade | -57085 | -57085 | -22291 | -6536037 | -6536037 | -5538178 |
Avg Bars in Trades | 44 | 77 | 12 | 44 | 77 | 12 |
Avg Bars in Winners | 53 | 106 | 10 | 53 | 106 | 10 |
Avg Bars in Losers | 32 | 45 | 16 | 32 | 45 | 16 |
Bars Traded | 6873 | 5899 | 974 | 6873 | 5899 | 974 |
Profit Streak | 168.1014 | 168.1014 | 190.6014 | 168.1014 | 168.1014 | 190.6014 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141366 | -191467 | -350725 | 367450 | -38468 | -619027 |
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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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