Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126904.2202 | 909355.7171 | 217548.5031 | 87129884.7217 | 72457007.2965 | 14672877.4252 |
Total P&L (%) | 1126.9042 | 909.3557 | 217.5485 | 87129.8847 | 72457.0073 | 14672.8774 |
Avg Daily Profit (%) | 0.4505 | 0.3635 | 0.087 | 0.2711 | 0.2637 | 0.1999 |
Buy And Hold Return (%) | 796.7797 | 796.7797 | 796.7797 | 796.7797 | 796.7797 | 796.7797 |
Max Trade Drawdown | -51735 | -50204 | -39802 | -17384828 | -14565922 | -12155202 |
Profit Factor | 3.3844 | 4.3488 | 2.082 | 2.512 | 3.0431 | 1.6621 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 48.1818 | 43.6364 | 52.7273 | 48.1818 | 43.6364 | 52.7273 |
Ratio Avg Win / Avg Loss | 3.6399 | 5.6172 | 1.8666 | 2.7016 | 3.9307 | 1.4902 |
Largest Winning Trade | 302768 | 302768 | 46151 | 39830235 | 39830235 | 8226213 |
Largest Losing Trade | -26293 | -23411 | -26293 | -14565922 | -14565922 | -7108573 |
Avg Bars in Trades | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Winners | 60 | 65 | 55 | 60 | 65 | 55 |
Avg Bars in Losers | 28 | 33 | 23 | 28 | 33 | 23 |
Bars Traded | 4821 | 2603 | 2218 | 4821 | 2603 | 2218 |
Profit Streak | 164.0637 | 176.5637 | 164.0637 | 164.0637 | 176.5637 | 164.0637 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19258 | -286628 | -417405 | 518439 | -167165 | -168661 |
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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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