Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1284105.4344 | 1000419.5404 | 283685.894 | 334167748.7422 | 266590556.9963 | 67577191.7458 |
Total P&L (%) | 1284.1054 | 1000.4195 | 283.6859 | 334167.7487 | 266590.557 | 67577.1917 |
Avg Daily Profit (%) | 0.5134 | 0.4 | 0.1134 | 0.325 | 0.3159 | 0.2609 |
Buy And Hold Return (%) | 723.8788 | 723.8788 | 723.8788 | 723.8788 | 723.8788 | 723.8788 |
Max Trade Drawdown | -44205 | -46085 | -23747 | -67421381 | -56759138 | -23261884 |
Profit Factor | 4.4609 | 5.7087 | 2.789 | 3.1532 | 3.584 | 2.299 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 51.2397 | 48.3333 | 54.0984 | 51.2397 | 48.3333 | 54.0984 |
Ratio Avg Win / Avg Loss | 4.2451 | 6.1025 | 2.3665 | 3.0007 | 3.8312 | 1.9506 |
Largest Winning Trade | 360027 | 360027 | 49183 | 161932117 | 161932117 | 33957919 |
Largest Losing Trade | -20422 | -20422 | -17843 | -42384396 | -42384396 | -14592245 |
Avg Bars in Trades | 40 | 40 | 39 | 40 | 40 | 39 |
Avg Bars in Winners | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Losers | 24 | 27 | 20 | 24 | 27 | 20 |
Bars Traded | 4858 | 2441 | 2417 | 4858 | 2441 | 2417 |
Profit Streak | 90.3367 | 102.3367 | 90.3367 | 90.3367 | 102.3367 | 90.3367 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401827 | -198131 | -362612 | 596637 | -153482 | -147654 |
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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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