Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088998.7139 | 930891.7443 | 158106.9697 | 28224897.0426 | 25503065.2606 | 2721831.7821 |
Total P&L (%) | 1088.9987 | 930.8917 | 158.107 | 28224.897 | 25503.0653 | 2721.8318 |
Avg Daily Profit (%) | 0.6003 | 0.5131 | 0.0872 | 0.3117 | 0.3061 | 0.1843 |
Buy And Hold Return (%) | 616.5713 | 616.5713 | 616.5713 | 616.5713 | 616.5713 | 616.5713 |
Max Trade Drawdown | -74363 | -58365 | -65992 | -27638481 | -12057985 | -18987512 |
Profit Factor | 2.3366 | 3.639 | 1.3422 | 1.2903 | 1.5989 | 1.0498 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 52.1327 | 49.0566 | 55.2381 | 52.1327 | 49.0566 | 55.2381 |
Ratio Avg Win / Avg Loss | 2.1454 | 3.779 | 1.0877 | 1.1848 | 1.6604 | 0.8507 |
Largest Winning Trade | 267987 | 267987 | 75086 | 11006840 | 11006840 | 8282005 |
Largest Losing Trade | -36639 | -22617 | -36639 | -6924397 | -4641903 | -6924397 |
Avg Bars in Trades | 102 | 93 | 110 | 102 | 93 | 110 |
Avg Bars in Winners | 126 | 110 | 141 | 126 | 110 | 141 |
Avg Bars in Losers | 75 | 77 | 72 | 75 | 77 | 72 |
Bars Traded | 21532 | 9917 | 11615 | 21532 | 9917 | 11615 |
Profit Streak | 5.8197 | 12.1531 | 5.8197 | 5.8197 | 12.1531 | 5.8197 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375576 | 280827 | -240930 | 431593 | 446879 | -160235 |
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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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