Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1207682.334 | 944450.5967 | 263231.7374 | 175663690.9281 | 125364676.1676 | 50299014.7604 |
Total P&L (%) | 1207.6823 | 944.4506 | 263.2317 | 175663.6909 | 125364.6762 | 50299.0148 |
Avg Daily Profit (%) | 0.4831 | 0.3778 | 0.1053 | 0.2993 | 0.2858 | 0.2492 |
Buy And Hold Return (%) | 728.7214 | 728.7214 | 728.7214 | 728.7214 | 728.7214 | 728.7214 |
Max Trade Drawdown | -59150 | -59454 | -43617 | -13663679 | -13577143 | -4060167 |
Profit Factor | 3.2158 | 4.2881 | 2.0211 | 4.3349 | 4.3787 | 4.2307 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 91 | 43 | 48 | 91 | 43 | 48 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 57.9618 | 55.1282 | 60.7595 | 57.9618 | 55.1282 | 60.7595 |
Ratio Avg Win / Avg Loss | 2.3324 | 3.4903 | 1.3053 | 3.144 | 3.564 | 2.7323 |
Largest Winning Trade | 324826 | 324826 | 43730 | 50809651 | 50809651 | 10290015 |
Largest Losing Trade | -32951 | -30589 | -32951 | -12206763 | -12206763 | -4060167 |
Avg Bars in Trades | 61 | 69 | 54 | 61 | 69 | 54 |
Avg Bars in Winners | 72 | 80 | 64 | 72 | 80 | 64 |
Avg Bars in Losers | 48 | 55 | 39 | 48 | 55 | 39 |
Bars Traded | 9730 | 5400 | 4330 | 9730 | 5400 | 4330 |
Profit Streak | 78.9157 | 81.6657 | 78.9157 | 78.9157 | 81.6657 | 78.9157 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385227 | -89678 | -239785 | 700728 | -16720 | -8633 |
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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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