Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002916.0863 | 851320.8352 | 151595.2511 | 24135417.6323 | 22739672.7997 | 1395744.8327 |
Total P&L (%) | 1002.9161 | 851.3208 | 151.5953 | 24135.4176 | 22739.6728 | 1395.7448 |
Avg Daily Profit (%) | 0.4011 | 0.3405 | 0.0606 | 0.2198 | 0.2175 | 0.1083 |
Buy And Hold Return (%) | 758.7635 | 758.7635 | 758.7635 | 758.7635 | 758.7635 | 758.7635 |
Max Trade Drawdown | -93546 | -73674 | -42943 | -6154427 | -4224133 | -3887148 |
Profit Factor | 2.896 | 4.0542 | 1.6059 | 2.3437 | 3.5996 | 1.1515 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 42.2764 | 42.623 | 41.9355 | 42.2764 | 42.623 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.9542 | 5.4576 | 2.2235 | 3.2 | 4.8457 | 1.5943 |
Largest Winning Trade | 347602 | 347602 | 47473 | 15060860 | 15060860 | 3165879 |
Largest Losing Trade | -36377 | -36377 | -23213 | -3705415 | -3469251 | -3705415 |
Avg Bars in Trades | 59 | 59 | 59 | 59 | 59 | 59 |
Avg Bars in Winners | 99 | 94 | 103 | 99 | 94 | 103 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 7290 | 3624 | 3666 | 7290 | 3624 | 3666 |
Profit Streak | 150.5393 | 165.5393 | 150.5393 | 150.5393 | 165.5393 | 150.5393 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51678 | -275347 | -431335 | 409524 | -148905 | -265442 |
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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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