Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197245.165 | 977866.2312 | 219378.9337 | 58721044.3337 | 36010246.2574 | 22710798.0764 |
Total P&L (%) | 1197.2452 | 977.8662 | 219.3789 | 58721.0443 | 36010.2463 | 22710.7981 |
Avg Daily Profit (%) | 0.6579 | 0.5374 | 0.1206 | 0.3511 | 0.3242 | 0.2988 |
Buy And Hold Return (%) | 633.7447 | 633.7447 | 633.7447 | 633.7447 | 633.7447 | 633.7447 |
Max Trade Drawdown | -63114 | -57512 | -44859 | -40819786 | -30708853 | -28079762 |
Profit Factor | 2.9446 | 4.2388 | 1.6992 | 1.4636 | 1.6266 | 1.3283 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 48.5507 | 43.4783 | 53.6232 | 48.5507 | 43.4783 | 53.6232 |
Ratio Avg Win / Avg Loss | 3.1204 | 5.5105 | 1.4696 | 1.551 | 2.1146 | 1.1488 |
Largest Winning Trade | 267968 | 267968 | 57014 | 27524608 | 27524608 | 18510795 |
Largest Losing Trade | -29340 | -22658 | -29340 | -16651017 | -7908088 | -16651017 |
Avg Bars in Trades | 155 | 154 | 157 | 155 | 154 | 157 |
Avg Bars in Winners | 223 | 236 | 212 | 223 | 236 | 212 |
Avg Bars in Losers | 91 | 90 | 93 | 91 | 90 | 93 |
Bars Traded | 21477 | 10641 | 10836 | 21477 | 10641 | 10836 |
Profit Streak | 19.0956 | 19.0956 | 23.2623 | 19.0956 | 19.0956 | 23.2623 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403954 | -95712 | -295903 | 460721 | -91756 | -91035 |
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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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