Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1213024.5326 | 979178.1287 | 233846.4039 | 59378023.8928 | 56553880.7265 | 2824143.1662 |
Total P&L (%) | 1213.0245 | 979.1781 | 233.8464 | 59378.0239 | 56553.8807 | 2824.1432 |
Avg Daily Profit (%) | 0.4853 | 0.3918 | 0.0936 | 0.2559 | 0.254 | 0.1352 |
Buy And Hold Return (%) | 731.5886 | 731.5886 | 731.5886 | 731.5886 | 731.5886 | 731.5886 |
Max Trade Drawdown | -79059 | -46231 | -82442 | -13928224 | -5590870 | -13277662 |
Profit Factor | 3.5515 | 5.7193 | 1.8728 | 2.5449 | 5.6369 | 1.1076 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 62.1429 | 60 | 64.2857 | 62.1429 | 60 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.1635 | 3.8129 | 1.0404 | 1.5503 | 3.7579 | 0.6154 |
Largest Winning Trade | 422027 | 422027 | 52404 | 23402718 | 23402718 | 4025559 |
Largest Losing Trade | -79059 | -24379 | -79059 | -11777103 | -3096352 | -11777103 |
Avg Bars in Trades | 105 | 112 | 97 | 105 | 112 | 97 |
Avg Bars in Winners | 113 | 116 | 110 | 113 | 116 | 110 |
Avg Bars in Losers | 91 | 107 | 73 | 91 | 107 | 73 |
Bars Traded | 14718 | 7905 | 6813 | 14718 | 7905 | 6813 |
Profit Streak | 167.0561 | 174.8894 | 167.0561 | 167.0561 | 174.8894 | 167.0561 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415418 | -133935 | -322305 | 607177 | -74684 | -209250 |
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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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