Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562378.2034 | 1377428.5425 | 184949.6609 | 52644102.7273 | 33166730.3532 | 19477372.3741 |
Total P&L (%) | 1562.3782 | 1377.4285 | 184.9497 | 52644.1027 | 33166.7304 | 19477.3724 |
Avg Daily Profit (%) | 0.8595 | 0.7578 | 0.1017 | 0.3454 | 0.32 | 0.2907 |
Buy And Hold Return (%) | 593.0624 | 593.0624 | 593.0624 | 593.0624 | 593.0624 | 593.0624 |
Max Trade Drawdown | -92151 | -68627 | -83960 | -23781109 | -6576729 | -18762763 |
Profit Factor | 4.4571 | 8.4569 | 1.6921 | 2.4793 | 3.6507 | 1.8441 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 43.8017 | 36.6667 | 50.8197 | 43.8017 | 36.6667 | 50.8197 |
Ratio Avg Win / Avg Loss | 5.7185 | 14.6075 | 1.6375 | 3.1809 | 6.3058 | 1.7846 |
Largest Winning Trade | 609229 | 609229 | 75146 | 18106718 | 12192840 | 18106718 |
Largest Losing Trade | -34121 | -15234 | -34121 | -10539123 | -1721362 | -10539123 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 106 | 115 | 99 | 106 | 115 | 99 |
Avg Bars in Losers | 21 | 18 | 24 | 21 | 18 | 24 |
Bars Traded | 7081 | 3251 | 3830 | 7081 | 3251 | 3830 |
Profit Streak | 0 | 18.7509 | 0 | 0 | 18.7509 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543203 | -157487 | -381290 | 428988 | -158213 | -149261 |
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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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