Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853842.7634 | 715663.774 | 138178.9894 | 17587853.1523 | 14061479.7636 | 3526373.3887 |
Total P&L (%) | 853.8428 | 715.6638 | 138.179 | 17587.8532 | 14061.4798 | 3526.3734 |
Avg Daily Profit (%) | 0.4706 | 0.3944 | 0.0762 | 0.2856 | 0.2734 | 0.1981 |
Buy And Hold Return (%) | 629.9123 | 629.9123 | 629.9123 | 629.9123 | 629.9123 | 629.9123 |
Max Trade Drawdown | -76094 | -79374 | -74799 | -10281229 | -11686587 | -9315864 |
Profit Factor | 1.9295 | 2.6126 | 1.291 | 1.2593 | 1.41 | 1.1052 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Profitability (%) | 51.0373 | 52.0661 | 50 | 51.0373 | 52.0661 | 50 |
Ratio Avg Win / Avg Loss | 1.8511 | 2.4053 | 1.291 | 1.2081 | 1.2981 | 1.1052 |
Largest Winning Trade | 131929 | 131929 | 75246 | 8007814 | 8007814 | 4808072 |
Largest Losing Trade | -39589 | -28430 | -39589 | -5405248 | -3847997 | -5405248 |
Avg Bars in Trades | 89 | 79 | 99 | 89 | 79 | 99 |
Avg Bars in Winners | 106 | 82 | 131 | 106 | 82 | 131 |
Avg Bars in Losers | 71 | 75 | 68 | 71 | 75 | 68 |
Bars Traded | 21531 | 9564 | 11967 | 21531 | 9564 | 11967 |
Profit Streak | 13.7554 | 13.7554 | 17.0887 | 13.7554 | 13.7554 | 17.0887 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38692 | -108109 | -256678 | 398796 | 361976 | -97387 |
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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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