Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171736.6653 | 943774.3829 | 227962.2824 | 81400671.9564 | 17880641.3473 | 63520030.6091 |
Total P&L (%) | 1171.7367 | 943.7744 | 227.9623 | 81400.672 | 17880.6413 | 63520.0306 |
Avg Daily Profit (%) | 0.6245 | 0.503 | 0.1215 | 0.3579 | 0.2771 | 0.3447 |
Buy And Hold Return (%) | 559.8449 | 559.8449 | 559.8449 | 559.8449 | 559.8449 | 559.8449 |
Max Trade Drawdown | -78182 | -93147 | -48852 | -117972634 | -106918001 | -46873775 |
Profit Factor | 2.8373 | 3.6518 | 1.8088 | 1.2516 | 1.085 | 1.5609 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 88 | 49 | 39 | 88 | 49 | 39 |
Profitability (%) | 42.1053 | 35.5263 | 48.6842 | 42.1053 | 35.5263 | 48.6842 |
Ratio Avg Win / Avg Loss | 3.9013 | 6.6274 | 1.9066 | 1.721 | 1.9692 | 1.6452 |
Largest Winning Trade | 181762 | 181762 | 64298 | 114965749 | 114965749 | 50917963 |
Largest Losing Trade | -27946 | -27946 | -25335 | -31400802 | -31400802 | -21337863 |
Avg Bars in Trades | 47 | 50 | 45 | 47 | 50 | 45 |
Avg Bars in Winners | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Losers | 27 | 33 | 19 | 27 | 33 | 19 |
Bars Traded | 7289 | 3803 | 3486 | 7289 | 3803 | 3486 |
Profit Streak | 13.0091 | 0 | 16.0091 | 13.0091 | 0 | 16.0091 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329326 | -46636 | -242546 | 310382 | -172252 | -37328 |
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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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