Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904519.7513 | 803532.6087 | 100987.1426 | 6252183.0609 | 12495298.7233 | -6243115.6624 |
Total P&L (%) | 904.5198 | 803.5326 | 100.9871 | 6252.1831 | 12495.2987 | -6243.1157 |
Avg Daily Profit (%) | 0.3617 | 0.3213 | 0.0404 | 0.1662 | 0.1936 | 0 |
Buy And Hold Return (%) | 741.6089 | 741.6089 | 741.6089 | 741.6089 | 741.6089 | 741.6089 |
Max Trade Drawdown | -110183 | -56417 | -80328 | -10370980 | -3549973 | -9169958 |
Profit Factor | 2.6496 | 4.3089 | 1.3306 | 1.3453 | 2.9671 | 0.469 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 58.9286 | 57.1429 | 60.7143 | 58.9286 | 57.1429 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.8467 | 3.2317 | 0.861 | 0.9376 | 2.2253 | 0.3034 |
Largest Winning Trade | 346817 | 346817 | 49356 | 11143213 | 11143213 | 721107 |
Largest Losing Trade | -61631 | -26170 | -61631 | -5474180 | -2324489 | -5474180 |
Avg Bars in Trades | 43 | 45 | 40 | 43 | 45 | 40 |
Avg Bars in Winners | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Losers | 30 | 30 | 31 | 30 | 30 | 31 |
Bars Traded | 4849 | 2562 | 2287 | 4849 | 2562 | 2287 |
Profit Streak | 142.1266 | 151.1266 | 142.1266 | 142.1266 | 151.1266 | 142.1266 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80029 | -301184 | -483445 | 337478 | -164097 | -758093 |
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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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