Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988550.6696 | 928007.6558 | 60543.0138 | 26440975.8867 | 29068210.4271 | -2627234.5404 |
Total P&L (%) | 988.5507 | 928.0077 | 60.543 | 26440.9759 | 29068.2104 | -2627.2345 |
Avg Daily Profit (%) | 0.5295 | 0.4971 | 0.0324 | 0.2994 | 0.3045 | 0 |
Buy And Hold Return (%) | 8182.8736 | 8182.8736 | 8182.8736 | 8182.8736 | 8182.8736 | 8182.8736 |
Max Trade Drawdown | -140618 | -138997 | -81547 | -45597398 | -41736374 | -15357175 |
Profit Factor | 2.3224 | 3.2161 | 1.1842 | 1.2004 | 1.3458 | 0.9452 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 155 | 83 | 72 | 155 | 83 | 72 |
Losing Trades | 66 | 27 | 39 | 66 | 27 | 39 |
Profitability (%) | 70.1357 | 75.4545 | 64.8649 | 70.1357 | 75.4545 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.9889 | 1.0462 | 0.6414 | 0.5111 | 0.4378 | 0.512 |
Largest Winning Trade | 137401 | 137401 | 19479 | 11973665 | 11973665 | 2934961 |
Largest Losing Trade | -66721 | -61848 | -66721 | -14979855 | -14979855 | -13383527 |
Avg Bars in Trades | 24 | 39 | 8 | 24 | 39 | 8 |
Avg Bars in Winners | 16 | 24 | 7 | 16 | 24 | 7 |
Avg Bars in Losers | 42 | 86 | 11 | 42 | 86 | 11 |
Bars Traded | 5314 | 4349 | 965 | 5314 | 4349 | 965 |
Profit Streak | 61.9376 | 71.9376 | 61.9376 | 61.9376 | 71.9376 | 61.9376 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147674 | -145422 | -331627 | 338217 | 350999 | -577442 |
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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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