Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270983.0382 | 1011938.1855 | 259044.8527 | 201830519.4681 | 144965434.822 | 56865084.6461 |
Total P&L (%) | 1270.983 | 1011.9382 | 259.0449 | 201830.5195 | 144965.4348 | 56865.0846 |
Avg Daily Profit (%) | 0.5086 | 0.4049 | 0.1037 | 0.305 | 0.2917 | 0.2542 |
Buy And Hold Return (%) | 947.313 | 947.313 | 947.313 | 947.313 | 947.313 | 947.313 |
Max Trade Drawdown | -100329 | -69565 | -98177 | -50561667 | -30696147 | -23313221 |
Profit Factor | 2.5655 | 3.8289 | 1.5704 | 3.2407 | 4.0122 | 2.3556 |
Total Trades | 274 | 137 | 137 | 274 | 137 | 137 |
Winning Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Losing Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Profitability (%) | 56.9343 | 56.9343 | 56.9343 | 56.9343 | 56.9343 | 56.9343 |
Ratio Avg Win / Avg Loss | 1.9405 | 2.8962 | 1.1878 | 2.4513 | 3.0349 | 1.7818 |
Largest Winning Trade | 395788 | 395788 | 50387 | 52535147 | 52535147 | 19039877 |
Largest Losing Trade | -41669 | -20935 | -41669 | -22126842 | -22126842 | -11009085 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 58 | 57 | 58 | 58 | 57 | 58 |
Avg Bars in Losers | 48 | 53 | 42 | 48 | 53 | 42 |
Bars Traded | 14737 | 7633 | 7104 | 14737 | 7633 | 7104 |
Profit Streak | 20.0074 | 20.0074 | 32.5074 | 20.0074 | 20.0074 | 32.5074 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40516 | -126565 | -216940 | 666957 | 617599 | 528910 |
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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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