Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1295180.3293 | 1165314.0375 | 129866.2918 | 6554883.8662 | -8670419.1235 | 15225302.9897 |
Total P&L (%) | 1295.1803 | 1165.314 | 129.8663 | 6554.8839 | -8670.4191 | 15225.303 |
Avg Daily Profit (%) | 0.6896 | 0.6205 | 0.0691 | 0.2238 | 0 | 0.2683 |
Buy And Hold Return (%) | 319.2673 | 319.2673 | 319.2673 | 319.2673 | 319.2673 | 319.2673 |
Max Trade Drawdown | -169575 | -122182 | -61656 | -25578205 | -20033013 | -11388441 |
Profit Factor | 2.1588 | 2.7562 | 1.2859 | 1.0507 | 0.8945 | 1.324 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 138 | 75 | 63 | 138 | 75 | 63 |
Profitability (%) | 43.2099 | 38.0165 | 48.3607 | 43.2099 | 38.0165 | 48.3607 |
Ratio Avg Win / Avg Loss | 2.8373 | 4.4938 | 1.3731 | 1.381 | 1.4584 | 1.4138 |
Largest Winning Trade | 455307 | 455307 | 35671 | 17769173 | 17769173 | 5199845 |
Largest Losing Trade | -46741 | -46741 | -28144 | -8756624 | -8756624 | -4663919 |
Avg Bars in Trades | 91 | 118 | 64 | 91 | 118 | 64 |
Avg Bars in Winners | 121 | 170 | 82 | 121 | 170 | 82 |
Avg Bars in Losers | 68 | 87 | 46 | 68 | 87 | 46 |
Bars Traded | 22203 | 14385 | 7818 | 22203 | 14385 | 7818 |
Profit Streak | 39.6036 | 40.8536 | 39.6036 | 39.6036 | 40.8536 | 39.6036 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514670 | 376270 | -266272 | -156327 | -583016 | 323000 |
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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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