Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153406.0847 | 940131.3828 | 213274.7019 | 68959924.5939 | 58495333.0856 | 10464591.5083 |
Total P&L (%) | 1153.4061 | 940.1314 | 213.2747 | 68959.9246 | 58495.3331 | 10464.5915 |
Avg Daily Profit (%) | 0.6325 | 0.5156 | 0.117 | 0.3592 | 0.3501 | 0.2559 |
Buy And Hold Return (%) | 805.7573 | 805.7573 | 805.7573 | 805.7573 | 805.7573 | 805.7573 |
Max Trade Drawdown | -93012 | -49802 | -58685 | -54971817 | -29862196 | -40791924 |
Profit Factor | 2.2988 | 3.2912 | 1.4464 | 1.2665 | 1.5037 | 1.0734 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 153 | 73 | 80 | 153 | 73 | 80 |
Losing Trades | 157 | 82 | 75 | 157 | 82 | 75 |
Profitability (%) | 49.3548 | 47.0968 | 51.6129 | 49.3548 | 47.0968 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.3589 | 3.697 | 1.356 | 1.2996 | 1.6891 | 1.0063 |
Largest Winning Trade | 257642 | 257642 | 71918 | 36995052 | 36995052 | 18162983 |
Largest Losing Trade | -24494 | -22665 | -24494 | -21375083 | -11214515 | -21375083 |
Avg Bars in Trades | 69 | 60 | 78 | 69 | 60 | 78 |
Avg Bars in Winners | 99 | 86 | 111 | 99 | 86 | 111 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 21511 | 9389 | 12122 | 21511 | 9389 | 12122 |
Profit Streak | 13.3141 | 13.6474 | 13.3141 | 13.3141 | 13.6474 | 13.3141 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12986 | -97139 | -200589 | 422155 | 413604 | -130243 |
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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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