Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863163.3236 | 418498.8353 | 444664.4883 | 24306378.8433 | 6486398.3518 | 17819980.4915 |
Total P&L (%) | 863.1633 | 418.4988 | 444.6645 | 24306.3788 | 6486.3984 | 17819.9805 |
Avg Daily Profit (%) | 0.5217 | 0.2529 | 0.2688 | 0.3328 | 0.2534 | 0.3141 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109973 | -85630 | -47943 | -5152009 | -5200201 | -2148072 |
Profit Factor | 2.1053 | 1.9231 | 2.3575 | 2.0371 | 1.4492 | 2.9805 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 81 | 35 | 46 | 81 | 35 | 46 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 55.4795 | 47.9452 | 63.0137 | 55.4795 | 47.9452 | 63.0137 |
Ratio Avg Win / Avg Loss | 1.6895 | 2.088 | 1.3838 | 1.6347 | 1.5734 | 1.7494 |
Largest Winning Trade | 104034 | 104034 | 45944 | 3543682 | 3543682 | 3492186 |
Largest Losing Trade | -40696 | -40696 | -31603 | -2802362 | -2802362 | -2148072 |
Avg Bars in Trades | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Winners | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 6555 | 3265 | 3290 | 6555 | 3265 | 3290 |
Profit Streak | 39.7142 | 39.7142 | 74.4642 | 39.7142 | 39.7142 | 74.4642 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 623361 | -60484 | -57032 | 560503 | -61608 | -53914 |
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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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