Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1298264.8476 | 1076678.7095 | 221586.1381 | 88651125.4118 | 59148777.5276 | 29502347.8843 |
Total P&L (%) | 1298.2648 | 1076.6787 | 221.5861 | 88651.1254 | 59148.7775 | 29502.3479 |
Avg Daily Profit (%) | 0.7074 | 0.5867 | 0.1207 | 0.3706 | 0.3485 | 0.3106 |
Buy And Hold Return (%) | 509.622 | 509.622 | 509.622 | 509.622 | 509.622 | 509.622 |
Max Trade Drawdown | -69698 | -64797 | -59871 | -61342083 | -57155398 | -31471772 |
Profit Factor | 2.2908 | 3.1462 | 1.4396 | 1.3731 | 1.4875 | 1.2538 |
Total Trades | 351 | 176 | 175 | 351 | 176 | 175 |
Winning Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Losing Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Profitability (%) | 37.8917 | 38.0682 | 37.7143 | 37.8917 | 38.0682 | 37.7143 |
Ratio Avg Win / Avg Loss | 3.7548 | 5.1184 | 2.3774 | 2.2507 | 2.4199 | 2.0707 |
Largest Winning Trade | 305258 | 305258 | 45009 | 42939650 | 42939650 | 27628906 |
Largest Losing Trade | -19428 | -19428 | -18002 | -17401696 | -17401696 | -10830997 |
Avg Bars in Trades | 30 | 29 | 32 | 30 | 29 | 32 |
Avg Bars in Winners | 60 | 58 | 63 | 60 | 58 | 63 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 10876 | 5183 | 5693 | 10876 | 5183 | 5693 |
Profit Streak | 24.6092 | 26.2759 | 0 | 24.6092 | 26.2759 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392149 | 279470 | -199961 | 317082 | 294951 | 197228 |
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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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