Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009738.1181 | 858963.5277 | 150774.5904 | 21110398.0998 | 27785559.3736 | -6675161.2738 |
Total P&L (%) | 1009.7381 | 858.9635 | 150.7746 | 21110.3981 | 27785.5594 | -6675.1613 |
Avg Daily Profit (%) | 0.4038 | 0.3435 | 0.0603 | 0.2145 | 0.2254 | 0 |
Buy And Hold Return (%) | 831.6594 | 831.6594 | 831.6594 | 831.6594 | 831.6594 | 831.6594 |
Max Trade Drawdown | -89271 | -60477 | -82811 | -10806365 | -5617574 | -14159129 |
Profit Factor | 2.7543 | 4.4246 | 1.4643 | 1.5167 | 2.7462 | 0.7324 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 57.047 | 50 | 64 | 57.047 | 50 | 64 |
Ratio Avg Win / Avg Loss | 2.0738 | 4.4246 | 0.8237 | 1.142 | 2.7462 | 0.412 |
Largest Winning Trade | 348443 | 348443 | 50936 | 17439987 | 17439987 | 2063476 |
Largest Losing Trade | -51755 | -24769 | -51755 | -8183375 | -3473451 | -8183375 |
Avg Bars in Trades | 48 | 47 | 50 | 48 | 47 | 50 |
Avg Bars in Winners | 53 | 56 | 51 | 53 | 56 | 51 |
Avg Bars in Losers | 42 | 37 | 49 | 42 | 37 | 49 |
Bars Traded | 7280 | 3487 | 3793 | 7280 | 3487 | 3793 |
Profit Streak | 169.9117 | 169.9117 | 186.5784 | 169.9117 | 169.9117 | 186.5784 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81350 | -202030 | -332251 | 444397 | -49608 | -634258 |
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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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