Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1030832.4942 | 873439.363 | 157393.1312 | 21544159.3062 | 29036740.2771 | -7492580.9709 |
Total P&L (%) | 1030.8325 | 873.4394 | 157.3931 | 21544.1593 | 29036.7403 | -7492.581 |
Avg Daily Profit (%) | 0.4123 | 0.3494 | 0.063 | 0.2153 | 0.2272 | 0 |
Buy And Hold Return (%) | 716.617 | 716.617 | 716.617 | 716.617 | 716.617 | 716.617 |
Max Trade Drawdown | -100225 | -43863 | -97552 | -15040435 | -3277965 | -19053627 |
Profit Factor | 2.9368 | 4.2204 | 1.603 | 1.4784 | 2.67 | 0.729 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 53.271 | 50.9434 | 55.5556 | 53.271 | 50.9434 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.5761 | 4.0641 | 1.2824 | 1.2969 | 2.5711 | 0.5832 |
Largest Winning Trade | 355289 | 355289 | 43513 | 15729889 | 15729889 | 2305061 |
Largest Losing Trade | -61475 | -28313 | -61475 | -11941099 | -2668720 | -11941099 |
Avg Bars in Trades | 87 | 92 | 82 | 87 | 92 | 82 |
Avg Bars in Winners | 106 | 109 | 104 | 106 | 109 | 104 |
Avg Bars in Losers | 65 | 75 | 54 | 65 | 75 | 54 |
Bars Traded | 9357 | 4923 | 4434 | 9357 | 4923 | 4434 |
Profit Streak | 76.1237 | 85.3737 | 76.1237 | 76.1237 | 85.3737 | 76.1237 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12230 | -260129 | -451495 | 396587 | -165608 | -759555 |
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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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