Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092330.3513 | 920318.1719 | 172012.1794 | 25959614.1818 | 38625101.0582 | -12665486.8764 |
Total P&L (%) | 1092.3304 | 920.3182 | 172.0122 | 25959.6142 | 38625.1011 | -12665.4869 |
Avg Daily Profit (%) | 0.4369 | 0.3681 | 0.0688 | 0.2227 | 0.2386 | 0 |
Buy And Hold Return (%) | 755.6513 | 755.6513 | 755.6513 | 755.6513 | 755.6513 | 755.6513 |
Max Trade Drawdown | -98329 | -55245 | -94305 | -29609775 | -8611620 | -31715416 |
Profit Factor | 2.5095 | 3.4407 | 1.4964 | 1.2782 | 1.9314 | 0.7557 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 119 | 52 | 67 | 119 | 52 | 67 |
Losing Trades | 124 | 69 | 55 | 124 | 69 | 55 |
Profitability (%) | 48.9712 | 42.9752 | 54.918 | 48.9712 | 42.9752 | 54.918 |
Ratio Avg Win / Avg Loss | 2.615 | 4.5655 | 1.2284 | 1.3319 | 2.5628 | 0.6203 |
Largest Winning Trade | 341956 | 341956 | 47277 | 22580035 | 22580035 | 3873772 |
Largest Losing Trade | -71764 | -23439 | -71764 | -23803771 | -4445423 | -23803771 |
Avg Bars in Trades | 39 | 37 | 40 | 39 | 37 | 40 |
Avg Bars in Winners | 52 | 58 | 49 | 52 | 58 | 49 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 9517 | 4586 | 4931 | 9517 | 4586 | 4931 |
Profit Streak | 82.7175 | 89.9675 | 82.7175 | 82.7175 | 89.9675 | 82.7175 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10483 | -84333 | -264604 | 360584 | 346670 | -579812 |
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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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