Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956294.0672 | 775801.9343 | 180492.1329 | 27645615.5149 | 24428200.6201 | 3217414.8948 |
Total P&L (%) | 956.2941 | 775.8019 | 180.4921 | 27645.6155 | 24428.2006 | 3217.4149 |
Avg Daily Profit (%) | 0.3826 | 0.3104 | 0.0722 | 0.2253 | 0.2204 | 0.1402 |
Buy And Hold Return (%) | 770.1198 | 770.1198 | 770.1198 | 770.1198 | 770.1198 | 770.1198 |
Max Trade Drawdown | -72477 | -77148 | -52522 | -4756524 | -3442543 | -4485673 |
Profit Factor | 3.0132 | 4.3173 | 1.7485 | 3.0121 | 4.8701 | 1.4332 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 59.1304 | 56.1404 | 62.069 | 59.1304 | 56.1404 | 62.069 |
Ratio Avg Win / Avg Loss | 2.0827 | 3.3729 | 1.0685 | 2.0819 | 3.8047 | 0.8758 |
Largest Winning Trade | 250167 | 250167 | 41869 | 12453533 | 12453533 | 3094660 |
Largest Losing Trade | -51582 | -48890 | -51582 | -4116045 | -3442543 | -4116045 |
Avg Bars in Trades | 126 | 142 | 111 | 126 | 142 | 111 |
Avg Bars in Winners | 137 | 147 | 127 | 137 | 147 | 127 |
Avg Bars in Losers | 111 | 136 | 84 | 111 | 136 | 84 |
Bars Traded | 14579 | 8128 | 6450 | 14579 | 8128 | 6450 |
Profit Streak | 22.8466 | 0 | 117.1799 | 22.8466 | 0 | 117.1799 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73177 | -326466 | -437230 | 577577 | -163347 | -185418 |
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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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