Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242161.6776 | 967470.9474 | 274690.7302 | 256583270.9867 | 217651362.8849 | 38931908.1018 |
Total P&L (%) | 1242.1617 | 967.4709 | 274.6907 | 256583.271 | 217651.3629 | 38931.9081 |
Avg Daily Profit (%) | 0.4968 | 0.3869 | 0.1099 | 0.3145 | 0.3079 | 0.2389 |
Buy And Hold Return (%) | 759.6924 | 759.6924 | 759.6924 | 759.6924 | 759.6924 | 759.6924 |
Max Trade Drawdown | -45381 | -43208 | -32326 | -57402780 | -33083769 | -38727354 |
Profit Factor | 5.3159 | 7.5836 | 2.9501 | 2.9532 | 4.9723 | 1.5084 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 65.8228 | 64.1026 | 67.5 | 65.8228 | 64.1026 | 67.5 |
Ratio Avg Win / Avg Loss | 2.7602 | 4.2468 | 1.4204 | 1.5334 | 2.7845 | 0.7263 |
Largest Winning Trade | 402341 | 402341 | 44811 | 137608288 | 137608288 | 40213268 |
Largest Losing Trade | -39942 | -39942 | -23239 | -33083769 | -33083769 | -32706345 |
Avg Bars in Trades | 91 | 99 | 84 | 91 | 99 | 84 |
Avg Bars in Winners | 98 | 101 | 96 | 98 | 101 | 96 |
Avg Bars in Losers | 79 | 97 | 60 | 79 | 97 | 60 |
Bars Traded | 7266 | 3893 | 3372 | 7266 | 3893 | 3372 |
Profit Streak | 155.9318 | 164.2652 | 155.9318 | 155.9318 | 164.2652 | 155.9318 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18287 | -59708 | -204317 | -12910 | 703778 | 407607 |
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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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