Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3082797.9716 | 3007552.8497 | 75245.1219 | 4045947.0703 | 4833296.3859 | -787349.3156 |
Total P&L (%) | 3082.798 | 3007.5529 | 75.2451 | 4045.9471 | 4833.2964 | -787.3493 |
Avg Daily Profit (%) | 1.3846 | 1.3508 | 0.0338 | 0.1674 | 0.1753 | 0 |
Buy And Hold Return (%) | 469.1769 | 469.1769 | 469.1769 | 469.1769 | 469.1769 | 469.1769 |
Max Trade Drawdown | -151850 | -127084 | -65882 | -21799819 | -18487457 | -7254958 |
Profit Factor | 3.6296 | 4.8774 | 1.1897 | 1.0443 | 1.0779 | 0.9732 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 138 | 73 | 65 | 138 | 73 | 65 |
Profitability (%) | 40.5172 | 37.069 | 43.9655 | 40.5172 | 37.069 | 43.9655 |
Ratio Avg Win / Avg Loss | 5.3286 | 8.2803 | 1.5163 | 1.5331 | 1.8299 | 1.2403 |
Largest Winning Trade | 2652838 | 2652838 | 49048 | 22008419 | 22008419 | 2228118 |
Largest Losing Trade | -32141 | -32141 | -20377 | -4417394 | -4417394 | -3829243 |
Avg Bars in Trades | 57 | 85 | 28 | 57 | 85 | 28 |
Avg Bars in Winners | 84 | 138 | 38 | 84 | 138 | 38 |
Avg Bars in Losers | 38 | 54 | 20 | 38 | 54 | 20 |
Bars Traded | 13245 | 9943 | 3302 | 13245 | 9943 | 3302 |
Profit Streak | 15.9906 | 15.9906 | 66.6573 | 15.9906 | 15.9906 | 66.6573 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 675842 | 585339 | -325628 | -164361 | -130619 | -580455 |
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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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