Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1167233.1854 | 1014358.1962 | 152874.9893 | 128792617.9685 | 85565841.3779 | 43226776.5906 |
Total P&L (%) | 1167.2332 | 1014.3582 | 152.875 | 128792.618 | 85565.8414 | 43226.7766 |
Avg Daily Profit (%) | 0.6282 | 0.5459 | 0.0823 | 0.3862 | 0.3641 | 0.3273 |
Buy And Hold Return (%) | 7744.754 | 7744.754 | 7744.754 | 7744.754 | 7744.754 | 7744.754 |
Max Trade Drawdown | -84546 | -88474 | -119249 | -16259783 | -16259783 | -10171769 |
Profit Factor | 2.9791 | 4.7659 | 1.4771 | 2.3558 | 2.2998 | 2.4821 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Profitability (%) | 60.4651 | 64.0625 | 56.9231 | 60.4651 | 64.0625 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.9479 | 2.6736 | 1.1178 | 1.5403 | 1.2901 | 1.8784 |
Largest Winning Trade | 163050 | 163050 | 37965 | 52532933 | 52532933 | 17898457 |
Largest Losing Trade | -52955 | -52955 | -40224 | -16259783 | -16259783 | -5843006 |
Avg Bars in Trades | 81 | 112 | 50 | 81 | 112 | 50 |
Avg Bars in Winners | 76 | 91 | 60 | 76 | 91 | 60 |
Avg Bars in Losers | 87 | 149 | 37 | 87 | 149 | 37 |
Bars Traded | 10477 | 7191 | 3286 | 10477 | 7191 | 3286 |
Profit Streak | 87.2498 | 0 | 125.0831 | 87.2498 | 0 | 125.0831 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146133 | -284517 | -377938 | 589408 | -124649 | -117306 |
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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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