Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1168465.4623 | 986938.6848 | 181526.7775 | 66712125.5254 | 64498048.6192 | 2214076.9062 |
Total P&L (%) | 1168.4655 | 986.9387 | 181.5268 | 66712.1255 | 64498.0486 | 2214.0769 |
Avg Daily Profit (%) | 0.561 | 0.4739 | 0.0872 | 0.3128 | 0.3112 | 0.151 |
Buy And Hold Return (%) | 1241.8318 | 1241.8318 | 1241.8318 | 1241.8318 | 1241.8318 | 1241.8318 |
Max Trade Drawdown | -69747 | -53834 | -45718 | -49708141 | -31967136 | -17781910 |
Profit Factor | 3.5829 | 4.6779 | 1.9864 | 1.6713 | 2.0153 | 1.0618 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 47.7876 | 46.4286 | 49.1228 | 47.7876 | 46.4286 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.9147 | 5.3976 | 2.0573 | 1.8261 | 2.3253 | 1.0997 |
Largest Winning Trade | 365624 | 365624 | 63167 | 58043708 | 58043708 | 12187832 |
Largest Losing Trade | -30577 | -30577 | -17953 | -17750870 | -17750870 | -9313791 |
Avg Bars in Trades | 217 | 234 | 201 | 217 | 234 | 201 |
Avg Bars in Winners | 304 | 310 | 298 | 304 | 310 | 298 |
Avg Bars in Losers | 138 | 167 | 108 | 138 | 167 | 108 |
Bars Traded | 24602 | 13120 | 11482 | 24602 | 13120 | 11482 |
Profit Streak | 87.3131 | 91.1464 | 87.3131 | 87.3131 | 91.1464 | 87.3131 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147498 | -328725 | -418433 | 452454 | -168067 | -333145 |
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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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