Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1768767.2304 | 1654907.8682 | 113859.3622 | 83406647.4488 | 67243432.238 | 16163215.2109 |
Total P&L (%) | 1768.7672 | 1654.9079 | 113.8594 | 83406.6474 | 67243.4322 | 16163.2152 |
Avg Daily Profit (%) | 0.7789 | 0.7287 | 0.0501 | 0.2967 | 0.2872 | 0.2244 |
Buy And Hold Return (%) | 8281.2899 | 8281.2899 | 8281.2899 | 8281.2899 | 8281.2899 | 8281.2899 |
Max Trade Drawdown | -46859 | -65056 | -66854 | -35578897 | -16893378 | -21101431 |
Profit Factor | 3.4076 | 5.3768 | 1.3193 | 1.6736 | 2.1186 | 1.2537 |
Total Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 153 | 80 | 73 | 153 | 80 | 73 |
Profitability (%) | 37.2951 | 34.4262 | 40.1639 | 37.2951 | 34.4262 | 40.1639 |
Ratio Avg Win / Avg Loss | 5.7292 | 10.2415 | 1.9655 | 2.8138 | 4.0354 | 1.8677 |
Largest Winning Trade | 738891 | 738891 | 37882 | 39279967 | 39279967 | 18901694 |
Largest Losing Trade | -31553 | -24436 | -31553 | -11446433 | -7419515 | -11446433 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 109 | 111 | 107 | 109 | 111 | 107 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 13353 | 6331 | 7022 | 13353 | 6331 | 7022 |
Profit Streak | 29.2303 | 0 | 31.2303 | 29.2303 | 0 | 31.2303 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149399 | -151436 | -293938 | 320773 | 234907 | -1566 |
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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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