Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069605.2009 | 927509.4088 | 142095.792 | 30600115.7456 | 38227708.6108 | -7627592.8652 |
Total P&L (%) | 1069.6052 | 927.5094 | 142.0958 | 30600.1157 | 38227.7086 | -7627.5929 |
Avg Daily Profit (%) | 0.5136 | 0.4453 | 0.0682 | 0.2754 | 0.286 | 0 |
Buy And Hold Return (%) | 1211.3982 | 1211.3982 | 1211.3982 | 1211.3982 | 1211.3982 | 1211.3982 |
Max Trade Drawdown | -96513 | -65184 | -60437 | -36279147 | -21993117 | -16991524 |
Profit Factor | 3.2101 | 4.3784 | 1.6785 | 1.4591 | 2.0026 | 0.7326 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 42.2018 | 42.5926 | 41.8182 | 42.2018 | 42.5926 | 41.8182 |
Ratio Avg Win / Avg Loss | 4.3965 | 5.9014 | 2.3354 | 1.9983 | 2.6991 | 1.0192 |
Largest Winning Trade | 343062 | 343062 | 49998 | 37922206 | 37922206 | 3370568 |
Largest Losing Trade | -39368 | -39368 | -18265 | -9900666 | -9900666 | -8429002 |
Avg Bars in Trades | 225 | 227 | 224 | 225 | 227 | 224 |
Avg Bars in Winners | 328 | 327 | 329 | 328 | 327 | 329 |
Avg Bars in Losers | 150 | 152 | 149 | 150 | 152 | 149 |
Bars Traded | 24623 | 12258 | 12365 | 24623 | 12258 | 12365 |
Profit Streak | 84.9706 | 92.8039 | 84.9706 | 84.9706 | 92.8039 | 84.9706 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150705 | -330680 | -447112 | 326428 | -169798 | -761790 |
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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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