Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180588.5811 | 979698.1132 | 200890.468 | 67718460.3637 | 55627233.1781 | 12091227.1856 |
Total P&L (%) | 1180.5886 | 979.6981 | 200.8905 | 67718.4604 | 55627.2332 | 12091.2272 |
Avg Daily Profit (%) | 0.4721 | 0.3918 | 0.0803 | 0.2611 | 0.2532 | 0.1923 |
Buy And Hold Return (%) | 715.2591 | 715.2591 | 715.2591 | 715.2591 | 715.2591 | 715.2591 |
Max Trade Drawdown | -68579 | -54929 | -34762 | -27847110 | -19871945 | -7975165 |
Profit Factor | 3.0861 | 3.9844 | 1.8453 | 2.0646 | 2.2783 | 1.6017 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 43.4483 | 41.6667 | 45.2055 | 43.4483 | 41.6667 | 45.2055 |
Ratio Avg Win / Avg Loss | 4.0169 | 5.5781 | 2.2368 | 2.6872 | 3.1896 | 1.9415 |
Largest Winning Trade | 350560 | 350560 | 49675 | 33597662 | 33597662 | 8511675 |
Largest Losing Trade | -37217 | -37217 | -19383 | -11821547 | -11821547 | -6704750 |
Avg Bars in Trades | 33 | 33 | 34 | 33 | 33 | 34 |
Avg Bars in Winners | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 4861 | 2379 | 2482 | 4861 | 2379 | 2482 |
Profit Streak | 75.1671 | 86.6671 | 75.1671 | 75.1671 | 86.6671 | 75.1671 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 210335 | -116170 | -321227 | 406279 | -69310 | -62261 |
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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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