Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1676709.64 | 1593571.2034 | 83138.4367 | 62036785.612 | 47675270.6719 | 14361514.9401 |
Total P&L (%) | 1676.7096 | 1593.5712 | 83.1384 | 62036.7856 | 47675.2707 | 14361.5149 |
Avg Daily Profit (%) | 0.7367 | 0.7002 | 0.0365 | 0.283 | 0.2714 | 0.2188 |
Buy And Hold Return (%) | 9440.9149 | 9440.9149 | 9440.9149 | 9440.9149 | 9440.9149 | 9440.9149 |
Max Trade Drawdown | -63018 | -65887 | -93578 | -21469100 | -24198636 | -13661304 |
Profit Factor | 3.5676 | 5.7004 | 1.2648 | 1.5242 | 1.6823 | 1.2963 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 135 | 69 | 66 | 135 | 69 | 66 |
Profitability (%) | 40.2655 | 38.9381 | 41.5929 | 40.2655 | 38.9381 | 41.5929 |
Ratio Avg Win / Avg Loss | 5.2927 | 8.9392 | 1.7761 | 2.2612 | 2.6381 | 1.8204 |
Largest Winning Trade | 699310 | 699310 | 33166 | 49399852 | 49399852 | 9781286 |
Largest Losing Trade | -38966 | -38966 | -26355 | -12930681 | -12930681 | -7756670 |
Avg Bars in Trades | 29 | 41 | 17 | 29 | 41 | 17 |
Avg Bars in Winners | 48 | 70 | 27 | 48 | 70 | 27 |
Avg Bars in Losers | 16 | 22 | 9 | 16 | 22 | 9 |
Bars Traded | 6572 | 4647 | 1925 | 6572 | 4647 | 1925 |
Profit Streak | 19.8487 | 32.8487 | 0 | 19.8487 | 32.8487 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148177 | -149171 | -312145 | 333266 | 234738 | -3955 |
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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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