Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097803.2776 | 931413.7249 | 166389.5527 | 34279700.3563 | 37735908.2481 | -3456207.8919 |
Total P&L (%) | 1097.8033 | 931.4137 | 166.3896 | 34279.7004 | 37735.9082 | -3456.2079 |
Avg Daily Profit (%) | 0.439 | 0.3725 | 0.0665 | 0.2338 | 0.2377 | 0 |
Buy And Hold Return (%) | 716.5332 | 716.5332 | 716.5332 | 716.5332 | 716.5332 | 716.5332 |
Max Trade Drawdown | -70576 | -71598 | -82733 | -12304191 | -8577240 | -17432548 |
Profit Factor | 2.7237 | 3.7219 | 1.5647 | 1.5167 | 2.1026 | 0.8924 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 46.2069 | 43.0556 | 49.3151 | 46.2069 | 43.0556 | 49.3151 |
Ratio Avg Win / Avg Loss | 3.1709 | 4.9225 | 1.6081 | 1.7657 | 2.7808 | 0.9172 |
Largest Winning Trade | 266580 | 266580 | 63245 | 18434386 | 18434386 | 5565066 |
Largest Losing Trade | -52507 | -26022 | -52507 | -8755122 | -5001262 | -8755122 |
Avg Bars in Trades | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Winners | 68 | 66 | 71 | 68 | 66 | 71 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 7305 | 3563 | 3742 | 7305 | 3563 | 3742 |
Profit Streak | 176.7066 | 176.7066 | 191.0399 | 176.7066 | 176.7066 | 191.0399 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 201201 | -137298 | -337920 | 401966 | -68831 | -651643 |
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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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