Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971378.5411 | 837779.1748 | 133599.3663 | 18027437.3158 | 17194323.1633 | 833114.1525 |
Total P&L (%) | 971.3785 | 837.7792 | 133.5994 | 18027.4373 | 17194.3232 | 833.1142 |
Avg Daily Profit (%) | 0.3884 | 0.335 | 0.0534 | 0.2082 | 0.2063 | 0.0894 |
Buy And Hold Return (%) | 834.7386 | 834.7386 | 834.7386 | 834.7386 | 834.7386 | 834.7386 |
Max Trade Drawdown | -67179 | -63911 | -47149 | -6332995 | -4556644 | -2057363 |
Profit Factor | 2.7432 | 3.8065 | 1.5164 | 2.028 | 2.7145 | 1.111 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 40.9836 | 40.9836 | 40.9836 | 40.9836 | 40.9836 | 40.9836 |
Ratio Avg Win / Avg Loss | 3.9502 | 5.4814 | 2.1836 | 2.9203 | 3.9089 | 1.5998 |
Largest Winning Trade | 347602 | 347602 | 50975 | 11399056 | 11399056 | 2499539 |
Largest Losing Trade | -30821 | -30821 | -26484 | -3007417 | -3007417 | -1267135 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 98 | 99 | 97 | 98 | 99 | 97 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 7212 | 3607 | 3605 | 7212 | 3607 | 3605 |
Profit Streak | 86.3603 | 87.3603 | 86.3603 | 86.3603 | 87.3603 | 86.3603 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102190 | -313439 | -449739 | 350635 | -151635 | -501291 |
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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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