Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098962.1408 | 904292.191 | 194669.9498 | 47870865.5513 | 38732149.7271 | 9138715.8242 |
Total P&L (%) | 1098.9621 | 904.2922 | 194.67 | 47870.8656 | 38732.1497 | 9138.7158 |
Avg Daily Profit (%) | 0.4396 | 0.3617 | 0.0779 | 0.2472 | 0.2388 | 0.1812 |
Buy And Hold Return (%) | 723.0316 | 723.0316 | 723.0316 | 723.0316 | 723.0316 | 723.0316 |
Max Trade Drawdown | -60240 | -40935 | -55419 | -6959659 | -6337960 | -5246131 |
Profit Factor | 3.4272 | 5.387 | 1.7893 | 2.872 | 3.9155 | 1.7438 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 56.4356 | 50 | 62.7451 | 56.4356 | 50 | 62.7451 |
Ratio Avg Win / Avg Loss | 2.6456 | 5.387 | 1.0624 | 2.217 | 3.9155 | 1.0354 |
Largest Winning Trade | 358797 | 358797 | 48426 | 20542894 | 20542894 | 5765489 |
Largest Losing Trade | -55419 | -28441 | -55419 | -6337960 | -6337960 | -4014934 |
Avg Bars in Trades | 96 | 100 | 92 | 96 | 100 | 92 |
Avg Bars in Winners | 119 | 128 | 112 | 119 | 128 | 112 |
Avg Bars in Losers | 66 | 72 | 58 | 66 | 72 | 58 |
Bars Traded | 9720 | 5020 | 4700 | 9720 | 5020 | 4700 |
Profit Streak | 159.8334 | 174.0834 | 159.8334 | 159.8334 | 174.0834 | 159.8334 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325299 | -249371 | -429915 | 590760 | -163717 | -167366 |
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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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