Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 953970.1416 | 825477.4675 | 128492.6741 | 8351452.078 | 6659569.7186 | 1691882.3594 |
Total P&L (%) | 953.9701 | 825.4775 | 128.4927 | 8351.4521 | 6659.5697 | 1691.8824 |
Avg Daily Profit (%) | 0.4394 | 0.3802 | 0.0592 | 0.2046 | 0.1943 | 0.133 |
Buy And Hold Return (%) | 233.7029 | 233.7029 | 233.7029 | 233.7029 | 233.7029 | 233.7029 |
Max Trade Drawdown | -156476 | -137584 | -53411 | -19362295 | -17006431 | -4188660 |
Profit Factor | 2.553 | 2.804 | 1.8199 | 1.169 | 1.1719 | 1.1587 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 61.9835 | 63.3333 | 60.6557 | 61.9835 | 63.3333 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.5658 | 1.6234 | 1.1805 | 0.717 | 0.6785 | 0.7516 |
Largest Winning Trade | 190686 | 190686 | 21573 | 6204843 | 6204843 | 2338704 |
Largest Losing Trade | -68900 | -68900 | -18648 | -16603372 | -16603372 | -2845849 |
Avg Bars in Trades | 101 | 181 | 21 | 101 | 181 | 21 |
Avg Bars in Winners | 71 | 118 | 23 | 71 | 118 | 23 |
Avg Bars in Losers | 149 | 289 | 20 | 149 | 289 | 20 |
Bars Traded | 12224 | 10887 | 1337 | 12224 | 10887 | 1337 |
Profit Streak | 159.5373 | 159.5373 | 302.204 | 159.5373 | 159.5373 | 302.204 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577048 | -154582 | -436388 | -24958 | -192009 | -221775 |
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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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