Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179981.8335 | 972559.3786 | 207422.455 | 75251125.3784 | 70491763.3405 | 4759362.038 |
Total P&L (%) | 1179.9818 | 972.5594 | 207.4225 | 75251.1254 | 70491.7633 | 4759.362 |
Avg Daily Profit (%) | 0.4719 | 0.389 | 0.083 | 0.2653 | 0.2627 | 0.1554 |
Buy And Hold Return (%) | 705.6801 | 705.6801 | 705.6801 | 705.6801 | 705.6801 | 705.6801 |
Max Trade Drawdown | -73987 | -60585 | -35091 | -24255133 | -15397011 | -14798593 |
Profit Factor | 3.0287 | 4.1761 | 1.7531 | 2.2449 | 3.3485 | 1.1564 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 46.8571 | 44.8276 | 48.8636 | 46.8571 | 44.8276 | 48.8636 |
Ratio Avg Win / Avg Loss | 3.435 | 5.1398 | 1.8346 | 2.546 | 4.1213 | 1.2102 |
Largest Winning Trade | 364024 | 364024 | 49686 | 47999906 | 47999906 | 8343379 |
Largest Losing Trade | -30962 | -30962 | -24013 | -13012076 | -13012076 | -7782118 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 25 | 26 | 23 | 25 | 26 | 23 |
Bars Traded | 7281 | 3627 | 3655 | 7281 | 3627 | 3655 |
Profit Streak | 83.3099 | 83.3099 | 151.3099 | 83.3099 | 83.3099 | 151.3099 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292768 | -33050 | -244028 | 501425 | 475244 | -40402 |
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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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