Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130728.1905 | 966500.0802 | 164228.1103 | 30710960.8687 | 50899718.0291 | -20188757.1604 |
Total P&L (%) | 1130.7282 | 966.5001 | 164.2281 | 30710.9609 | 50899.718 | -20188.7572 |
Avg Daily Profit (%) | 0.4524 | 0.3867 | 0.0657 | 0.2295 | 0.2498 | 0 |
Buy And Hold Return (%) | 681.6563 | 681.6563 | 681.6563 | 681.6563 | 681.6563 | 681.6563 |
Max Trade Drawdown | -119493 | -65750 | -94064 | -56124290 | -31242327 | -37800105 |
Profit Factor | 2.3306 | 2.907 | 1.4789 | 1.2122 | 1.6079 | 0.6689 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 111 | 48 | 63 | 111 | 48 | 63 |
Losing Trades | 149 | 82 | 67 | 149 | 82 | 67 |
Profitability (%) | 42.6923 | 36.9231 | 48.4615 | 42.6923 | 36.9231 | 48.4615 |
Ratio Avg Win / Avg Loss | 3.1285 | 4.9661 | 1.5728 | 1.6272 | 2.7468 | 0.7114 |
Largest Winning Trade | 361641 | 361641 | 56794 | 58502654 | 58502654 | 8392466 |
Largest Losing Trade | -31740 | -31740 | -26257 | -16641703 | -13500957 | -16641703 |
Avg Bars in Trades | 56 | 59 | 53 | 56 | 59 | 53 |
Avg Bars in Winners | 83 | 97 | 73 | 83 | 97 | 73 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 14650 | 7700 | 6950 | 14650 | 7700 | 6950 |
Profit Streak | 40.3229 | 40.3229 | 42.9896 | 40.3229 | 40.3229 | 42.9896 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 179126 | -25336 | -268939 | 304369 | 243359 | -581033 |
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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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