Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981554.0279 | 864520.7497 | 117033.2782 | 12037022.9872 | 11976895.4613 | 60127.5258 |
Total P&L (%) | 981.554 | 864.5208 | 117.0333 | 12037.023 | 11976.8955 | 60.1275 |
Avg Daily Profit (%) | 0.3926 | 0.3458 | 0.0468 | 0.1921 | 0.1919 | 0.0188 |
Buy And Hold Return (%) | 662.7898 | 662.7898 | 662.7898 | 662.7898 | 662.7898 | 662.7898 |
Max Trade Drawdown | -100027 | -67814 | -74253 | -7553299 | -4876713 | -3881971 |
Profit Factor | 2.4384 | 3.3435 | 1.3733 | 1.4223 | 1.7139 | 1.0051 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 42.9577 | 40.8451 | 45.0704 | 42.9577 | 40.8451 | 45.0704 |
Ratio Avg Win / Avg Loss | 3.2379 | 4.8424 | 1.6737 | 1.8886 | 2.4822 | 1.225 |
Largest Winning Trade | 320329 | 320329 | 51155 | 8143237 | 8143237 | 2200348 |
Largest Losing Trade | -34309 | -34309 | -30064 | -2141292 | -2141292 | -1665215 |
Avg Bars in Trades | 51 | 51 | 52 | 51 | 51 | 52 |
Avg Bars in Winners | 76 | 75 | 76 | 76 | 75 | 76 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 7366 | 3639 | 3727 | 7366 | 3639 | 3727 |
Profit Streak | 86.5317 | 99.1983 | 86.5317 | 86.5317 | 99.1983 | 86.5317 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3223 | -145367 | -382848 | 306372 | -78741 | -636681 |
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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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