Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137959.1054 | 961631.7281 | 176327.3773 | 34988683.8389 | 45107659.3434 | -10118975.5045 |
Total P&L (%) | 1137.9591 | 961.6317 | 176.3274 | 34988.6838 | 45107.6593 | -10118.9755 |
Avg Daily Profit (%) | 0.4552 | 0.3847 | 0.0705 | 0.2347 | 0.2449 | 0 |
Buy And Hold Return (%) | 749.836 | 749.836 | 749.836 | 749.836 | 749.836 | 749.836 |
Max Trade Drawdown | -96813 | -62813 | -95287 | -42348170 | -25689985 | -32731656 |
Profit Factor | 2.6571 | 3.4595 | 1.5963 | 1.2869 | 1.6226 | 0.7956 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 44.8485 | 42.6829 | 46.988 | 44.8485 | 42.6829 | 46.988 |
Ratio Avg Win / Avg Loss | 3.2675 | 4.6456 | 1.8009 | 1.5825 | 2.1789 | 0.8976 |
Largest Winning Trade | 342834 | 342834 | 57669 | 49887891 | 49887891 | 5740237 |
Largest Losing Trade | -42592 | -42592 | -23147 | -11113060 | -11113060 | -8426413 |
Avg Bars in Trades | 59 | 61 | 56 | 59 | 61 | 56 |
Avg Bars in Winners | 83 | 83 | 83 | 83 | 83 | 83 |
Avg Bars in Losers | 39 | 44 | 33 | 39 | 44 | 33 |
Bars Traded | 9739 | 5017 | 4722 | 9739 | 5017 | 4722 |
Profit Streak | 77.6707 | 81.4207 | 77.6707 | 77.6707 | 81.4207 | 77.6707 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 180265 | -68415 | -262482 | 333871 | 170902 | -581723 |
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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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