Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1839588.6555 | 1783411.3874 | 56177.2681 | 24454211.8358 | 21277190.1673 | 3177021.6685 |
Total P&L (%) | 1839.5887 | 1783.4114 | 56.1773 | 24454.2118 | 21277.1902 | 3177.0217 |
Avg Daily Profit (%) | 0.9914 | 0.9611 | 0.0303 | 0.297 | 0.2896 | 0.1882 |
Buy And Hold Return (%) | 6675.9772 | 6675.9772 | 6675.9772 | 6675.9772 | 6675.9772 | 6675.9772 |
Max Trade Drawdown | -229439 | -241481 | -19483 | -10975221 | -10931722 | -3717592 |
Profit Factor | 3.3566 | 3.7494 | 1.4257 | 1.4903 | 1.5405 | 1.3023 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 114 | 44 | 70 | 114 | 44 | 70 |
Losing Trades | 101 | 63 | 38 | 101 | 63 | 38 |
Profitability (%) | 53.0233 | 41.1215 | 64.8148 | 53.0233 | 41.1215 | 64.8148 |
Ratio Avg Win / Avg Loss | 2.9739 | 5.3685 | 0.774 | 1.3204 | 2.2058 | 0.7069 |
Largest Winning Trade | 810017 | 810017 | 8835 | 7529494 | 7529494 | 1250062 |
Largest Losing Trade | -54019 | -54019 | -11159 | -3676531 | -3676531 | -1563134 |
Avg Bars in Trades | 16 | 32 | 1 | 16 | 32 | 1 |
Avg Bars in Winners | 19 | 49 | 1 | 19 | 49 | 1 |
Avg Bars in Losers | 12 | 19 | 1 | 12 | 19 | 1 |
Bars Traded | 3584 | 3447 | 137 | 3584 | 3447 | 137 |
Profit Streak | 35.6281 | 36.1281 | 35.6281 | 35.6281 | 36.1281 | 35.6281 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142728 | -148325 | -316107 | 392085 | 208505 | -156486 |
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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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