Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1718742.2723 | 1575974.9565 | 142767.3158 | 197112160.4814 | 141863540.106 | 55248620.3754 |
Total P&L (%) | 1718.7423 | 1575.975 | 142.7673 | 197112.1605 | 141863.5401 | 55248.6204 |
Avg Daily Profit (%) | 0.8252 | 0.7567 | 0.0685 | 0.3649 | 0.3491 | 0.3037 |
Buy And Hold Return (%) | 9362.2607 | 9362.2607 | 9362.2607 | 9362.2607 | 9362.2607 | 9362.2607 |
Max Trade Drawdown | -62469 | -66317 | -99247 | -64503251 | -26425274 | -40504179 |
Profit Factor | 4.4066 | 8.4676 | 1.4864 | 2.3566 | 3.1057 | 1.709 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Profitability (%) | 41.6667 | 42.3077 | 41.0256 | 41.6667 | 42.3077 | 41.0256 |
Ratio Avg Win / Avg Loss | 6.1692 | 11.5467 | 2.1368 | 3.2993 | 4.2351 | 2.4566 |
Largest Winning Trade | 636767 | 636767 | 49679 | 74966037 | 74966037 | 46012393 |
Largest Losing Trade | -38086 | -26803 | -38086 | -23756144 | -18365038 | -23756144 |
Avg Bars in Trades | 157 | 149 | 165 | 157 | 149 | 165 |
Avg Bars in Winners | 270 | 250 | 291 | 270 | 250 | 291 |
Avg Bars in Losers | 75 | 74 | 77 | 75 | 74 | 77 |
Bars Traded | 24508 | 11623 | 12884 | 24508 | 11623 | 12884 |
Profit Streak | 21.624 | 38.0407 | 0 | 21.624 | 38.0407 | 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 | -147103 | -181358 | -302800 | 434256 | -21658 | -26517 |
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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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