Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060670.8727 | 917684.8757 | 142985.997 | 21265883.9724 | 16578007.7447 | 4687876.2277 |
Total P&L (%) | 1060.6709 | 917.6849 | 142.986 | 21265.884 | 16578.0077 | 4687.8762 |
Avg Daily Profit (%) | 0.5823 | 0.5038 | 0.0785 | 0.2949 | 0.2813 | 0.2126 |
Buy And Hold Return (%) | 776.3149 | 776.3149 | 776.3149 | 776.3149 | 776.3149 | 776.3149 |
Max Trade Drawdown | -82737 | -53512 | -65166 | -14265773 | -9474278 | -6882286 |
Profit Factor | 2.7234 | 4.3559 | 1.4181 | 1.3469 | 1.592 | 1.1407 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 45.9259 | 43.2836 | 48.5294 | 45.9259 | 43.2836 | 48.5294 |
Ratio Avg Win / Avg Loss | 3.2066 | 5.7077 | 1.504 | 1.5858 | 2.0861 | 1.2099 |
Largest Winning Trade | 281388 | 281388 | 71496 | 9177559 | 9177559 | 4798009 |
Largest Losing Trade | -24939 | -19252 | -24939 | -5488134 | -3924408 | -5488134 |
Avg Bars in Trades | 159 | 158 | 160 | 159 | 158 | 160 |
Avg Bars in Winners | 228 | 219 | 237 | 228 | 219 | 237 |
Avg Bars in Losers | 100 | 112 | 88 | 100 | 112 | 88 |
Bars Traded | 21562 | 10629 | 10933 | 21562 | 10629 | 10933 |
Profit Streak | 14.6169 | 0 | 25.7836 | 14.6169 | 0 | 25.7836 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35956 | -210736 | -361489 | 348979 | -107857 | -167687 |
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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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