Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022249.7662 | 888453.953 | 133795.8133 | 12063593.1222 | 11522004.6772 | 541588.445 |
Total P&L (%) | 1022.2498 | 888.454 | 133.7958 | 12063.5931 | 11522.0047 | 541.5884 |
Avg Daily Profit (%) | 0.5641 | 0.4902 | 0.0738 | 0.2653 | 0.2627 | 0.1026 |
Buy And Hold Return (%) | 533.2103 | 533.2103 | 533.2103 | 533.2103 | 533.2103 | 533.2103 |
Max Trade Drawdown | -145617 | -69772 | -83109 | -19334062 | -10268924 | -9920838 |
Profit Factor | 2.3388 | 3.7666 | 1.3024 | 1.2288 | 1.5209 | 1.0177 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 74 | 33 | 41 | 74 | 33 | 41 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 48.6842 | 43.4211 | 53.9474 | 48.6842 | 43.4211 | 53.9474 |
Ratio Avg Win / Avg Loss | 2.4652 | 4.9079 | 1.1118 | 1.2952 | 1.9818 | 0.8688 |
Largest Winning Trade | 284594 | 284594 | 65109 | 7242530 | 7242530 | 4668425 |
Largest Losing Trade | -49308 | -27411 | -49308 | -4360903 | -2335322 | -4360903 |
Avg Bars in Trades | 141 | 134 | 148 | 141 | 134 | 148 |
Avg Bars in Winners | 179 | 174 | 183 | 179 | 174 | 183 |
Avg Bars in Losers | 104 | 102 | 107 | 104 | 102 | 107 |
Bars Traded | 21458 | 10193 | 11265 | 21458 | 10193 | 11265 |
Profit Streak | 12.3067 | 17.7234 | 12.3067 | 12.3067 | 17.7234 | 12.3067 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343136 | -43155 | -308379 | 346089 | -40331 | -467516 |
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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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