Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045222.2887 | 889804.9467 | 155417.3419 | 24982336.3855 | 43811601.7086 | -18829265.323 |
Total P&L (%) | 1045.2223 | 889.8049 | 155.4173 | 24982.3364 | 43811.6017 | -18829.2653 |
Avg Daily Profit (%) | 0.4181 | 0.3559 | 0.0622 | 0.2212 | 0.2437 | 0 |
Buy And Hold Return (%) | 853.3763 | 853.3763 | 853.3763 | 853.3763 | 853.3763 | 853.3763 |
Max Trade Drawdown | -107082 | -65860 | -113031 | -39829140 | -11471375 | -39297113 |
Profit Factor | 2.5698 | 3.3073 | 1.5547 | 1.2441 | 1.8584 | 0.6331 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 51.4493 | 47.8261 | 55.0725 | 51.4493 | 47.8261 | 55.0725 |
Ratio Avg Win / Avg Loss | 2.425 | 3.6079 | 1.2683 | 1.174 | 2.0274 | 0.5165 |
Largest Winning Trade | 252140 | 252140 | 52990 | 38270449 | 38270449 | 6763131 |
Largest Losing Trade | -48035 | -42018 | -48035 | -25674605 | -6185133 | -25674605 |
Avg Bars in Trades | 69 | 76 | 63 | 69 | 76 | 63 |
Avg Bars in Winners | 87 | 97 | 79 | 87 | 97 | 79 |
Avg Bars in Losers | 50 | 56 | 44 | 50 | 56 | 44 |
Bars Traded | 9654 | 5256 | 4398 | 9654 | 5256 | 4398 |
Profit Streak | 84.6401 | 84.6401 | 127.8901 | 84.6401 | 84.6401 | 127.8901 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79118 | -239049 | -373726 | 355642 | -90307 | -680449 |
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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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