Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528222.0992 | 1495908.3311 | 32313.7681 | 17018050.981 | 22708891.8116 | -5690840.8306 |
Total P&L (%) | 1528.2221 | 1495.9083 | 32.3138 | 17018.051 | 22708.8918 | -5690.8408 |
Avg Daily Profit (%) | 0.8196 | 0.8023 | 0.0173 | 0.2762 | 0.2916 | 0 |
Buy And Hold Return (%) | 7740.4749 | 7740.4749 | 7740.4749 | 7740.4749 | 7740.4749 | 7740.4749 |
Max Trade Drawdown | -70664 | -53616 | -111527 | -11054219 | -3149885 | -13022762 |
Profit Factor | 4.3151 | 9.7097 | 1.1117 | 1.6633 | 3.5777 | 0.6622 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 51.0417 | 52.0833 | 50 | 51.0417 | 52.0833 | 50 |
Ratio Avg Win / Avg Loss | 4.139 | 8.9329 | 1.1117 | 1.5954 | 3.2915 | 0.6622 |
Largest Winning Trade | 760982 | 760982 | 61052 | 11078431 | 11078431 | 2112127 |
Largest Losing Trade | -42384 | -25510 | -42384 | -3292693 | -2143584 | -3292693 |
Avg Bars in Trades | 74 | 76 | 72 | 74 | 76 | 72 |
Avg Bars in Winners | 100 | 111 | 88 | 100 | 111 | 88 |
Avg Bars in Losers | 47 | 38 | 56 | 47 | 38 | 56 |
Bars Traded | 7186 | 3685 | 3501 | 7186 | 3685 | 3501 |
Profit Streak | 213.6615 | 213.6615 | 241.4115 | 213.6615 | 213.6615 | 241.4115 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143453 | -142364 | -431595 | 292445 | 508326 | -579265 |
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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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