Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032602.7161 | 859506.687 | 173096.0291 | 30953859.2721 | 38047016.0534 | -7093156.7813 |
Total P&L (%) | 1032.6027 | 859.5067 | 173.096 | 30953.8593 | 38047.0161 | -7093.1568 |
Avg Daily Profit (%) | 0.413 | 0.3438 | 0.0692 | 0.2298 | 0.238 | 0 |
Buy And Hold Return (%) | 771.0261 | 771.0261 | 771.0261 | 771.0261 | 771.0261 | 771.0261 |
Max Trade Drawdown | -69867 | -55580 | -73092 | -19547292 | -6385768 | -20704485 |
Profit Factor | 2.8479 | 4.3442 | 1.5736 | 1.6057 | 3.1854 | 0.7895 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 48.4076 | 43.5897 | 53.1646 | 48.4076 | 43.5897 | 53.1646 |
Ratio Avg Win / Avg Loss | 3.0353 | 5.622 | 1.3862 | 1.7113 | 4.1223 | 0.6955 |
Largest Winning Trade | 324486 | 324486 | 45570 | 26620413 | 26620413 | 4082849 |
Largest Losing Trade | -49176 | -17129 | -49176 | -14287566 | -2885305 | -14287566 |
Avg Bars in Trades | 46 | 46 | 45 | 46 | 46 | 45 |
Avg Bars in Winners | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Losers | 33 | 35 | 30 | 33 | 35 | 30 |
Bars Traded | 7284 | 3653 | 3631 | 7284 | 3653 | 3631 |
Profit Streak | 88.9877 | 88.9877 | 89.6544 | 88.9877 | 88.9877 | 89.6544 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43371 | -149887 | -290111 | 464275 | -21942 | -606365 |
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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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