Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935835.5607 | 823299.4955 | 112536.0651 | 15613201.4315 | 16633331.5803 | -1020130.1488 |
Total P&L (%) | 935.8356 | 823.2995 | 112.5361 | 15613.2014 | 16633.3316 | -1020.1301 |
Avg Daily Profit (%) | 0.4494 | 0.3953 | 0.054 | 0.2431 | 0.2462 | 0 |
Buy And Hold Return (%) | 1177.6988 | 1177.6988 | 1177.6988 | 1177.6988 | 1177.6988 | 1177.6988 |
Max Trade Drawdown | -60592 | -40156 | -47755 | -9370624 | -6093673 | -3276951 |
Profit Factor | 2.9453 | 4.4565 | 1.4633 | 1.6933 | 2.3371 | 0.8988 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 38.9831 | 38.9831 | 38.9831 | 38.9831 | 38.9831 | 38.9831 |
Ratio Avg Win / Avg Loss | 4.6101 | 6.9754 | 2.2904 | 2.6505 | 3.658 | 1.4068 |
Largest Winning Trade | 345912 | 345912 | 50215 | 11989595 | 11989595 | 2213702 |
Largest Losing Trade | -28846 | -23479 | -28846 | -3567480 | -3567480 | -1323032 |
Avg Bars in Trades | 208 | 205 | 211 | 208 | 205 | 211 |
Avg Bars in Winners | 360 | 372 | 349 | 360 | 372 | 349 |
Avg Bars in Losers | 111 | 98 | 123 | 111 | 98 | 123 |
Bars Traded | 24604 | 12130 | 12474 | 24604 | 12130 | 12474 |
Profit Streak | 85.2371 | 86.1538 | 85.2371 | 85.2371 | 86.1538 | 85.2371 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152994 | -329358 | -465025 | 309770 | -167801 | -759795 |
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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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