Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1704983.8273 | 1612700.4048 | 92283.4225 | 51609105.374 | 34553193.5089 | 17055911.8651 |
Total P&L (%) | 1704.9838 | 1612.7004 | 92.2834 | 51609.1054 | 34553.1935 | 17055.9119 |
Avg Daily Profit (%) | 0.7548 | 0.714 | 0.0409 | 0.277 | 0.2592 | 0.228 |
Buy And Hold Return (%) | 8067.1447 | 8067.1447 | 8067.1447 | 8067.1447 | 8067.1447 | 8067.1447 |
Max Trade Drawdown | -89962 | -77259 | -73935 | -12520894 | -16765727 | -8697465 |
Profit Factor | 3.5257 | 6.2302 | 1.2517 | 1.6797 | 1.8405 | 1.4899 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Losing Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Profitability (%) | 50.1805 | 50.3597 | 50 | 50.1805 | 50.3597 | 50 |
Ratio Avg Win / Avg Loss | 3.5004 | 6.1412 | 1.2517 | 1.6676 | 1.8142 | 1.4899 |
Largest Winning Trade | 971568 | 971568 | 49197 | 20602220 | 20602220 | 7346567 |
Largest Losing Trade | -62675 | -25373 | -62675 | -9478070 | -9478070 | -8697465 |
Avg Bars in Trades | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Winners | 64 | 67 | 60 | 64 | 67 | 60 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 13294 | 7189 | 6105 | 13294 | 7189 | 6105 |
Profit Streak | 58.1571 | 165.1571 | 58.1571 | 58.1571 | 165.1571 | 58.1571 |
Trades During Streak | 3 | 7 | 1 | 3 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143414 | -143489 | -303949 | 516442 | 410231 | 135593 |
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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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