Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271704.7132 | 998082.7271 | 273621.9861 | 298220074.3629 | 231296292.1835 | 66923782.1794 |
Total P&L (%) | 1271.7047 | 998.0827 | 273.622 | 298220.0744 | 231296.2922 | 66923.7822 |
Avg Daily Profit (%) | 0.5086 | 0.3992 | 0.1094 | 0.3205 | 0.3103 | 0.2606 |
Buy And Hold Return (%) | 712.027 | 712.027 | 712.027 | 712.027 | 712.027 | 712.027 |
Max Trade Drawdown | -82232 | -52177 | -39787 | -54069245 | -49597411 | -12183231 |
Profit Factor | 4.5922 | 6.2434 | 2.6718 | 3.8712 | 4.1262 | 3.2399 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 46.8468 | 47.2727 | 46.4286 | 46.8468 | 47.2727 | 46.4286 |
Ratio Avg Win / Avg Loss | 5.2104 | 6.9637 | 3.0829 | 4.3924 | 4.6023 | 3.7384 |
Largest Winning Trade | 356954 | 356954 | 49686 | 126642585 | 126642585 | 30924822 |
Largest Losing Trade | -19221 | -18229 | -19221 | -39107505 | -39107505 | -8566515 |
Avg Bars in Trades | 65 | 67 | 64 | 65 | 67 | 64 |
Avg Bars in Winners | 92 | 92 | 93 | 92 | 92 | 93 |
Avg Bars in Losers | 41 | 44 | 39 | 41 | 44 | 39 |
Bars Traded | 7286 | 3692 | 3594 | 7286 | 3692 | 3594 |
Profit Streak | 149.2917 | 164.625 | 149.2917 | 149.2917 | 164.625 | 149.2917 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371056 | -202670 | -388056 | 593494 | -164014 | -165732 |
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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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