Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971488.759 | 798821.3865 | 172667.3726 | 33028012.5902 | 37770829.1542 | -4742816.564 |
Total P&L (%) | 971.4888 | 798.8214 | 172.6674 | 33028.0126 | 37770.8292 | -4742.8166 |
Avg Daily Profit (%) | 0.3887 | 0.3196 | 0.0691 | 0.2325 | 0.2378 | 0 |
Buy And Hold Return (%) | 765.4171 | 765.4171 | 765.4171 | 765.4171 | 765.4171 | 765.4171 |
Max Trade Drawdown | -99607 | -58898 | -67338 | -17066922 | -4208686 | -18286537 |
Profit Factor | 3.1527 | 4.3022 | 1.8247 | 1.9286 | 3.7534 | 0.7829 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 64.2105 | 63.8298 | 64.5833 | 64.2105 | 63.8298 | 64.5833 |
Ratio Avg Win / Avg Loss | 1.7572 | 2.4379 | 1.0006 | 1.075 | 2.1269 | 0.4294 |
Largest Winning Trade | 173675 | 173675 | 67253 | 18712608 | 18712608 | 5167820 |
Largest Losing Trade | -57879 | -53316 | -57879 | -17066922 | -4208686 | -17066922 |
Avg Bars in Trades | 152 | 160 | 144 | 152 | 160 | 144 |
Avg Bars in Winners | 144 | 147 | 142 | 144 | 147 | 142 |
Avg Bars in Losers | 166 | 182 | 149 | 166 | 182 | 149 |
Bars Traded | 14476 | 7531 | 6946 | 14476 | 7531 | 6946 |
Profit Streak | 149.3078 | 163.3078 | 149.3078 | 149.3078 | 163.3078 | 149.3078 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62587 | -133016 | -261171 | 526391 | 650946 | -577836 |
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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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