Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1081882.3772 | 893611.5592 | 188270.818 | 41112712.0435 | 27682676.2819 | 13430035.7616 |
Total P&L (%) | 1081.8824 | 893.6116 | 188.2708 | 41112.712 | 27682.6763 | 13430.0358 |
Avg Daily Profit (%) | 0.4329 | 0.3576 | 0.0753 | 0.2412 | 0.2254 | 0.1966 |
Buy And Hold Return (%) | 1005.4725 | 1005.4725 | 1005.4725 | 1005.4725 | 1005.4725 | 1005.4725 |
Max Trade Drawdown | -111815 | -80032 | -130477 | -3847919 | -3633127 | -896552 |
Profit Factor | 2.256 | 3.2657 | 1.4032 | 4.6782 | 4.4498 | 5.2596 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 149 | 71 | 78 | 149 | 71 | 78 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 56.4394 | 53.7879 | 59.0909 | 56.4394 | 53.7879 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.7412 | 2.8057 | 0.9714 | 3.6107 | 3.8231 | 3.6413 |
Largest Winning Trade | 369267 | 369267 | 47941 | 11384221 | 11384221 | 3652233 |
Largest Losing Trade | -39923 | -20364 | -39923 | -3633127 | -3633127 | -896552 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 58 | 57 | 59 | 58 | 57 | 59 |
Avg Bars in Losers | 51 | 58 | 44 | 51 | 58 | 44 |
Bars Traded | 14736 | 7657 | 7079 | 14736 | 7657 | 7079 |
Profit Streak | 20.2873 | 20.2873 | 75.2873 | 20.2873 | 20.2873 | 75.2873 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124535 | -149309 | -256745 | 692162 | 593561 | 660256 |
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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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