Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1639476.2684 | 1557244.4759 | 82231.7925 | 43639985.7715 | 32971330.2741 | 10668655.4975 |
Total P&L (%) | 1639.4763 | 1557.2445 | 82.2318 | 43639.9858 | 32971.3303 | 10668.6555 |
Avg Daily Profit (%) | 0.7259 | 0.6895 | 0.0364 | 0.2696 | 0.2572 | 0.2074 |
Buy And Hold Return (%) | 8031.6011 | 8031.6011 | 8031.6011 | 8031.6011 | 8031.6011 | 8031.6011 |
Max Trade Drawdown | -171793 | -147220 | -45470 | -17991621 | -21314982 | -6070830 |
Profit Factor | 2.8999 | 3.7797 | 1.2716 | 1.455 | 1.4843 | 1.3834 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 59.7458 | 56.7797 | 62.7119 | 59.7458 | 56.7797 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.9538 | 2.8771 | 0.7561 | 0.9803 | 1.1298 | 0.8226 |
Largest Winning Trade | 615420 | 615420 | 16472 | 24761612 | 24761612 | 5403242 |
Largest Losing Trade | -36234 | -36234 | -25755 | -12609611 | -12609611 | -4066290 |
Avg Bars in Trades | 36 | 62 | 11 | 36 | 62 | 11 |
Avg Bars in Winners | 27 | 44 | 11 | 27 | 44 | 11 |
Avg Bars in Losers | 51 | 86 | 9 | 51 | 86 | 9 |
Bars Traded | 8696 | 7382 | 1314 | 8696 | 7382 | 1314 |
Profit Streak | 55.3482 | 75.3482 | 55.3482 | 55.3482 | 75.3482 | 55.3482 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144227 | -144645 | -309546 | 375610 | 346260 | -54354 |
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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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