Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058243.4098 | 888735.1536 | 169508.2563 | 32764784.1501 | 26337860.2276 | 6426923.9225 |
Total P&L (%) | 1058.2434 | 888.7352 | 169.5083 | 32764.7842 | 26337.8602 | 6426.9239 |
Avg Daily Profit (%) | 0.4233 | 0.3555 | 0.0678 | 0.2321 | 0.2233 | 0.1673 |
Buy And Hold Return (%) | 749.4694 | 749.4694 | 749.4694 | 749.4694 | 749.4694 | 749.4694 |
Max Trade Drawdown | -105992 | -67319 | -65595 | -6842616 | -2543220 | -4299396 |
Profit Factor | 2.6595 | 3.9231 | 1.5081 | 2.4485 | 3.2251 | 1.5961 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 48.9051 | 44.9275 | 52.9412 | 48.9051 | 44.9275 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.7786 | 4.809 | 1.3405 | 2.5582 | 3.9533 | 1.4187 |
Largest Winning Trade | 329366 | 329366 | 45551 | 9672336 | 9672336 | 2614308 |
Largest Losing Trade | -36476 | -31425 | -36476 | -2982171 | -1440124 | -2982171 |
Avg Bars in Trades | 71 | 79 | 63 | 71 | 79 | 63 |
Avg Bars in Winners | 89 | 99 | 80 | 89 | 99 | 80 |
Avg Bars in Losers | 54 | 63 | 44 | 54 | 63 | 44 |
Bars Traded | 9804 | 5471 | 4333 | 9804 | 5471 | 4333 |
Profit Streak | 0 | 0 | 67.8507 | 0 | 0 | 67.8507 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22646 | -195526 | -375065 | 464929 | -89529 | -98589 |
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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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