Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160538.3888 | 988010.5798 | 172527.8091 | 25133498.3209 | 19324392.2446 | 5809106.0763 |
Total P&L (%) | 1160.5384 | 988.0106 | 172.5278 | 25133.4983 | 19324.3922 | 5809.1061 |
Avg Daily Profit (%) | 0.4642 | 0.3952 | 0.069 | 0.2215 | 0.211 | 0.1633 |
Buy And Hold Return (%) | 726.0195 | 726.0195 | 726.0195 | 726.0195 | 726.0195 | 726.0195 |
Max Trade Drawdown | -167389 | -105852 | -72739 | -1710858 | -726164 | -1177329 |
Profit Factor | 2.7309 | 3.5915 | 1.5965 | 5.9111 | 9.8594 | 2.9783 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 64.6259 | 63.0137 | 66.2162 | 64.6259 | 63.0137 | 66.2162 |
Ratio Avg Win / Avg Loss | 1.4948 | 2.108 | 0.8146 | 3.2356 | 5.7871 | 1.5195 |
Largest Winning Trade | 373229 | 373229 | 52563 | 9041730 | 9041730 | 2811921 |
Largest Losing Trade | -60820 | -47599 | -60820 | -996831 | -540576 | -996831 |
Avg Bars in Trades | 65 | 91 | 40 | 65 | 91 | 40 |
Avg Bars in Winners | 72 | 106 | 40 | 72 | 106 | 40 |
Avg Bars in Losers | 53 | 65 | 41 | 53 | 65 | 41 |
Bars Traded | 9696 | 6669 | 3027 | 9696 | 6669 | 3027 |
Profit Streak | 110.2913 | 142.2913 | 110.2913 | 110.2913 | 142.2913 | 110.2913 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290608 | -106074 | -327865 | 717373 | -52372 | -48103 |
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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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