Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1037294.9273 | 878957.2159 | 158337.7114 | 21154070.1765 | 24948834.5613 | -3794764.3848 |
Total P&L (%) | 1037.2949 | 878.9572 | 158.3377 | 21154.0702 | 24948.8346 | -3794.7644 |
Avg Daily Profit (%) | 0.4149 | 0.3515 | 0.0633 | 0.2146 | 0.2212 | 0 |
Buy And Hold Return (%) | 738.0369 | 738.0369 | 738.0369 | 738.0369 | 738.0369 | 738.0369 |
Max Trade Drawdown | -89964 | -59626 | -67830 | -11571797 | -7224449 | -10553136 |
Profit Factor | 2.8735 | 4.5367 | 1.5189 | 1.6202 | 2.6937 | 0.8042 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 51.0067 | 48.6486 | 53.3333 | 51.0067 | 48.6486 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.76 | 4.7888 | 1.329 | 1.5563 | 2.8434 | 0.7036 |
Largest Winning Trade | 361220 | 361220 | 45816 | 18424879 | 18424879 | 2405027 |
Largest Losing Trade | -61224 | -22382 | -61224 | -5452195 | -4755361 | -5452195 |
Avg Bars in Trades | 65 | 66 | 63 | 65 | 66 | 63 |
Avg Bars in Winners | 87 | 86 | 87 | 87 | 86 | 87 |
Avg Bars in Losers | 42 | 47 | 36 | 42 | 47 | 36 |
Bars Traded | 9710 | 4934 | 4776 | 9710 | 4934 | 4776 |
Profit Streak | 76.1498 | 82.6498 | 76.1498 | 76.1498 | 82.6498 | 76.1498 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22779 | -154011 | -328692 | 457884 | -51068 | -636746 |
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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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