Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1142792.7434 | 948143.927 | 194648.8164 | 48357579.8647 | 40453792.6713 | 7903787.1934 |
Total P&L (%) | 1142.7927 | 948.1439 | 194.6488 | 48357.5799 | 40453.7927 | 7903.7872 |
Avg Daily Profit (%) | 0.6276 | 0.5207 | 0.1069 | 0.3402 | 0.3304 | 0.241 |
Buy And Hold Return (%) | 665.3791 | 665.3791 | 665.3791 | 665.3791 | 665.3791 | 665.3791 |
Max Trade Drawdown | -73061 | -49270 | -51044 | -28260617 | -17746783 | -19999849 |
Profit Factor | 2.5209 | 3.715 | 1.484 | 1.4358 | 1.8231 | 1.1279 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 114 | 52 | 62 | 114 | 52 | 62 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 54.0284 | 49.5238 | 58.4906 | 54.0284 | 49.5238 | 58.4906 |
Ratio Avg Win / Avg Loss | 2.145 | 3.7865 | 1.0532 | 1.2217 | 1.8581 | 0.8004 |
Largest Winning Trade | 266006 | 266006 | 70030 | 18754226 | 18754226 | 7401441 |
Largest Losing Trade | -42300 | -25212 | -42300 | -10832708 | -10832708 | -8445274 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 67 | 66 | 67 | 67 | 66 | 67 |
Avg Bars in Losers | 32 | 29 | 35 | 32 | 29 | 35 |
Bars Traded | 10807 | 5049 | 5758 | 10807 | 5049 | 5758 |
Profit Streak | 9.8469 | 19.3469 | 9.8469 | 9.8469 | 19.3469 | 9.8469 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376478 | -15835 | -213348 | 463728 | 457529 | -71652 |
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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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