Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208721.8175 | 998462.2246 | 210259.5929 | 86286237.8332 | 76827900.9266 | 9458336.9066 |
Total P&L (%) | 1208.7218 | 998.4622 | 210.2596 | 86286.2378 | 76827.9009 | 9458.3369 |
Avg Daily Profit (%) | 0.4834 | 0.3993 | 0.0841 | 0.2708 | 0.2661 | 0.1825 |
Buy And Hold Return (%) | 724.9505 | 724.9505 | 724.9505 | 724.9505 | 724.9505 | 724.9505 |
Max Trade Drawdown | -69331 | -56239 | -33453 | -35860799 | -25234216 | -12043485 |
Profit Factor | 3.2309 | 4.1389 | 1.9398 | 2.0451 | 2.4764 | 1.3099 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 47.4453 | 45.5882 | 49.2754 | 47.4453 | 45.5882 | 49.2754 |
Ratio Avg Win / Avg Loss | 3.5788 | 4.9399 | 1.9969 | 2.2653 | 2.9557 | 1.3484 |
Largest Winning Trade | 352464 | 352464 | 50859 | 52910636 | 52910636 | 11893480 |
Largest Losing Trade | -29527 | -29527 | -20884 | -16919026 | -16919026 | -9937212 |
Avg Bars in Trades | 71 | 71 | 71 | 71 | 71 | 71 |
Avg Bars in Winners | 102 | 101 | 102 | 102 | 101 | 102 |
Avg Bars in Losers | 42 | 45 | 40 | 42 | 45 | 40 |
Bars Traded | 9728 | 4829 | 4899 | 9728 | 4829 | 4899 |
Profit Streak | 78.9568 | 90.2068 | 78.9568 | 78.9568 | 90.2068 | 78.9568 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283028 | -142110 | -344455 | 463062 | -97292 | -93649 |
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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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