Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1221162.783 | 1020121.3422 | 201041.4408 | 55398811.077 | 43809093.36 | 11589717.717 |
Total P&L (%) | 1221.1628 | 1020.1213 | 201.0414 | 55398.8111 | 43809.0934 | 11589.7177 |
Avg Daily Profit (%) | 0.669 | 0.5589 | 0.1101 | 0.3468 | 0.3339 | 0.2612 |
Buy And Hold Return (%) | 699.8166 | 699.8166 | 699.8166 | 699.8166 | 699.8166 | 699.8166 |
Max Trade Drawdown | -83462 | -51112 | -47212 | -61856510 | -30333303 | -42331326 |
Profit Factor | 3.1095 | 4.5498 | 1.6896 | 1.2656 | 1.4994 | 1.0959 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 44.9612 | 39.0625 | 50.7692 | 44.9612 | 39.0625 | 50.7692 |
Ratio Avg Win / Avg Loss | 3.8064 | 7.0976 | 1.6384 | 1.5493 | 2.339 | 1.0627 |
Largest Winning Trade | 321443 | 321443 | 71510 | 27201113 | 27201113 | 22282734 |
Largest Losing Trade | -28764 | -15947 | -28764 | -24450740 | -9752957 | -24450740 |
Avg Bars in Trades | 82 | 79 | 85 | 82 | 79 | 85 |
Avg Bars in Winners | 122 | 119 | 125 | 122 | 119 | 125 |
Avg Bars in Losers | 50 | 54 | 45 | 50 | 54 | 45 |
Bars Traded | 10685 | 5118 | 5567 | 10685 | 5118 | 5567 |
Profit Streak | 18.4572 | 0 | 29.1239 | 18.4572 | 0 | 29.1239 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300364 | -148524 | -339104 | 331986 | -132116 | -237049 |
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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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