Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100113.6274 | 920045.3317 | 180068.2957 | 38807591.9707 | 34889904.6787 | 3917687.292 |
Total P&L (%) | 1100.1136 | 920.0453 | 180.0683 | 38807.592 | 34889.9047 | 3917.6873 |
Avg Daily Profit (%) | 0.44 | 0.3679 | 0.072 | 0.2388 | 0.2345 | 0.1478 |
Buy And Hold Return (%) | 688.0446 | 688.0446 | 688.0446 | 688.0446 | 688.0446 | 688.0446 |
Max Trade Drawdown | -75058 | -45141 | -60627 | -21396023 | -12659089 | -9325419 |
Profit Factor | 2.8329 | 3.8711 | 1.6437 | 1.9381 | 2.5572 | 1.2066 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 53.2787 | 52.459 | 54.0984 | 53.2787 | 52.459 | 54.0984 |
Ratio Avg Win / Avg Loss | 2.4842 | 3.5082 | 1.3946 | 1.6996 | 2.3174 | 1.0238 |
Largest Winning Trade | 356199 | 356199 | 47135 | 22826449 | 22826449 | 5641970 |
Largest Losing Trade | -28666 | -25754 | -28666 | -7218560 | -7084179 | -7218560 |
Avg Bars in Trades | 79 | 81 | 77 | 79 | 81 | 77 |
Avg Bars in Winners | 98 | 106 | 91 | 98 | 106 | 91 |
Avg Bars in Losers | 57 | 54 | 61 | 57 | 54 | 61 |
Bars Traded | 9712 | 4986 | 4726 | 9712 | 4986 | 4726 |
Profit Streak | 70.3951 | 160.1451 | 70.3951 | 70.3951 | 160.1451 | 70.3951 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290154 | -204384 | -421156 | 510355 | -146741 | -157256 |
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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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