Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2845263.0692 | 2717979.1646 | 127283.9046 | 111750275.1569 | 74360506.7048 | 37389768.4522 |
Total P&L (%) | 2845.2631 | 2717.9792 | 127.2839 | 111750.2752 | 74360.5067 | 37389.7685 |
Avg Daily Profit (%) | 1.2583 | 1.202 | 0.0563 | 0.3109 | 0.2929 | 0.2624 |
Buy And Hold Return (%) | 10267.5573 | 10267.5573 | 10267.5573 | 10267.5573 | 10267.5573 | 10267.5573 |
Max Trade Drawdown | -93954 | -35365 | -62426 | -15368546 | -15368546 | -10333949 |
Profit Factor | 10.4879 | 17.6092 | 1.9343 | 3.1705 | 3.2939 | 2.9608 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 53.1646 | 43.5897 | 62.5 | 53.1646 | 43.5897 | 62.5 |
Ratio Avg Win / Avg Loss | 9.2393 | 22.7884 | 1.1606 | 2.7931 | 4.2626 | 1.7765 |
Largest Winning Trade | 1865413 | 1865413 | 54894 | 57468940 | 57468940 | 26986154 |
Largest Losing Trade | -55783 | -19856 | -55783 | -15368546 | -15368546 | -10333949 |
Avg Bars in Trades | 167 | 161 | 172 | 167 | 161 | 172 |
Avg Bars in Winners | 237 | 255 | 224 | 237 | 255 | 224 |
Avg Bars in Losers | 88 | 89 | 86 | 88 | 89 | 86 |
Bars Traded | 13227 | 6313 | 6913 | 13227 | 6313 | 6913 |
Profit Streak | 63.0234 | 222.3567 | 63.0234 | 63.0234 | 222.3567 | 63.0234 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173579 | -144849 | -278759 | -14848 | 504481 | 500148 |
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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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