Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100115.1373 | 895011.2557 | 205103.8816 | 54249845.2518 | 41717881.6098 | 12531963.6421 |
Total P&L (%) | 1100.1151 | 895.0113 | 205.1039 | 54249.8453 | 41717.8816 | 12531.9636 |
Avg Daily Profit (%) | 0.4399 | 0.3579 | 0.082 | 0.2522 | 0.2417 | 0.1937 |
Buy And Hold Return (%) | 754.0586 | 754.0586 | 754.0586 | 754.0586 | 754.0586 | 754.0586 |
Max Trade Drawdown | -68838 | -64943 | -48448 | -12773633 | -10238033 | -2742845 |
Profit Factor | 2.9397 | 4.2048 | 1.7125 | 2.8386 | 3.0557 | 2.3603 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 53.9007 | 54.2857 | 53.5211 | 53.9007 | 54.2857 | 53.5211 |
Ratio Avg Win / Avg Loss | 2.5143 | 3.5409 | 1.4872 | 2.4277 | 2.5733 | 2.0497 |
Largest Winning Trade | 359084 | 359084 | 44262 | 22775497 | 22775497 | 4244232 |
Largest Losing Trade | -36780 | -30411 | -36780 | -9417060 | -9417060 | -1732259 |
Avg Bars in Trades | 51 | 58 | 44 | 51 | 58 | 44 |
Avg Bars in Winners | 65 | 77 | 54 | 65 | 77 | 54 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 7293 | 4100 | 3193 | 7293 | 4100 | 3193 |
Profit Streak | 113.8548 | 113.8548 | 118.5214 | 113.8548 | 113.8548 | 118.5214 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4994 | -183690 | -331961 | 583432 | -78435 | -72392 |
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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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