Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1503150.3812 | 1355186.317 | 147964.0642 | 27716889.0977 | 19212329.6492 | 8504559.4485 |
Total P&L (%) | 1503.1504 | 1355.1863 | 147.9641 | 27716.8891 | 19212.3296 | 8504.5594 |
Avg Daily Profit (%) | 0.8242 | 0.743 | 0.0811 | 0.3091 | 0.289 | 0.2446 |
Buy And Hold Return (%) | 708.9237 | 708.9237 | 708.9237 | 708.9237 | 708.9237 | 708.9237 |
Max Trade Drawdown | -99418 | -40751 | -71520 | -7188618 | -4256904 | -4946658 |
Profit Factor | 4.0786 | 8.0031 | 1.502 | 1.8092 | 2.0452 | 1.5359 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 44 | 44 | 44 | 44 | 44 | 44 |
Ratio Avg Win / Avg Loss | 5.1909 | 10.1857 | 1.9116 | 2.3027 | 2.603 | 1.9548 |
Largest Winning Trade | 652736 | 652736 | 74321 | 9705984 | 7759828 | 9705984 |
Largest Losing Trade | -24116 | -24116 | -20994 | -2788777 | -2788777 | -2695240 |
Avg Bars in Trades | 70 | 54 | 85 | 70 | 54 | 85 |
Avg Bars in Winners | 126 | 97 | 156 | 126 | 97 | 156 |
Avg Bars in Losers | 26 | 21 | 30 | 26 | 21 | 30 |
Bars Traded | 10558 | 4118 | 6439 | 10558 | 4118 | 6439 |
Profit Streak | 25.4291 | 0 | 27.4291 | 25.4291 | 0 | 27.4291 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475736 | -45562 | -306734 | 410310 | -46605 | -47695 |
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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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