Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513401.1323 | 1361773.1805 | 151627.9518 | 174654951.1018 | 110623326.3286 | 64031624.7732 |
Total P&L (%) | 1513.4011 | 1361.7732 | 151.628 | 174654.9511 | 110623.3263 | 64031.6248 |
Avg Daily Profit (%) | 0.6681 | 0.6011 | 0.0669 | 0.3301 | 0.3099 | 0.2857 |
Buy And Hold Return (%) | 8495.9453 | 8495.9453 | 8495.9453 | 8495.9453 | 8495.9453 | 8495.9453 |
Max Trade Drawdown | -80657 | -102161 | -42460 | -105689043 | -103576655 | -11392167 |
Profit Factor | 4.7092 | 6.784 | 1.8786 | 1.8172 | 1.6325 | 2.6485 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 66.9903 | 66.6667 | 67.3077 | 66.9903 | 66.6667 | 67.3077 |
Ratio Avg Win / Avg Loss | 2.3205 | 3.392 | 0.9125 | 0.8954 | 0.8163 | 1.2864 |
Largest Winning Trade | 472881 | 472881 | 31766 | 121977298 | 121977298 | 19192146 |
Largest Losing Trade | -52924 | -52924 | -37221 | -103576655 | -103576655 | -11392167 |
Avg Bars in Trades | 122 | 227 | 20 | 122 | 227 | 20 |
Avg Bars in Winners | 51 | 86 | 18 | 51 | 86 | 18 |
Avg Bars in Losers | 267 | 510 | 24 | 267 | 510 | 24 |
Bars Traded | 12647 | 11597 | 1050 | 12647 | 11597 | 1050 |
Profit Streak | 62.0895 | 63.4229 | 62.0895 | 62.0895 | 63.4229 | 62.0895 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141956 | -322704 | -445109 | 504728 | -167630 | -163848 |
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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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