Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1621277.0861 | 1453691.9161 | 167585.17 | 13718332.7071 | 8812338.1979 | 4905994.5093 |
Total P&L (%) | 1621.2771 | 1453.6919 | 167.5852 | 13718.3327 | 8812.3382 | 4905.9945 |
Avg Daily Profit (%) | 0.7785 | 0.6981 | 0.0805 | 0.2369 | 0.2158 | 0.1881 |
Buy And Hold Return (%) | 125.5452 | 125.5452 | 125.5452 | 125.5452 | 125.5452 | 125.5452 |
Max Trade Drawdown | -115979 | -85149 | -103305 | -21796818 | -13165979 | -11901861 |
Profit Factor | 2.8515 | 4.4059 | 1.3734 | 1.1711 | 1.2106 | 1.1279 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 47.0968 | 43.5897 | 50.6494 | 47.0968 | 43.5897 | 50.6494 |
Ratio Avg Win / Avg Loss | 3.203 | 5.7017 | 1.3382 | 1.3155 | 1.5667 | 1.099 |
Largest Winning Trade | 839183 | 839183 | 72445 | 9045700 | 9045700 | 4528783 |
Largest Losing Trade | -37478 | -26949 | -37478 | -8098563 | -3371646 | -8098563 |
Avg Bars in Trades | 159 | 118 | 201 | 159 | 118 | 201 |
Avg Bars in Winners | 257 | 194 | 312 | 257 | 194 | 312 |
Avg Bars in Losers | 72 | 60 | 86 | 72 | 60 | 86 |
Bars Traded | 24748 | 9249 | 15500 | 24748 | 9249 | 15500 |
Profit Streak | 10.0772 | 10.0772 | 17.1606 | 10.0772 | 10.0772 | 17.1606 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 691616 | -16635 | -187880 | -23206 | -27467 | -113160 |
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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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