Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164754.4817 | 999760.6844 | 164993.7973 | 35412284.5428 | 30607651.2491 | 4804633.2937 |
Total P&L (%) | 1164.7545 | 999.7607 | 164.9938 | 35412.2845 | 30607.6512 | 4804.6333 |
Avg Daily Profit (%) | 0.6336 | 0.5439 | 0.0898 | 0.32 | 0.3121 | 0.212 |
Buy And Hold Return (%) | 683.1613 | 683.1613 | 683.1613 | 683.1613 | 683.1613 | 683.1613 |
Max Trade Drawdown | -80784 | -59301 | -62129 | -45812927 | -33361903 | -32405325 |
Profit Factor | 2.7982 | 4.4541 | 1.4605 | 1.2323 | 1.4462 | 1.0573 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 44.0945 | 40.625 | 47.619 | 44.0945 | 40.625 | 47.619 |
Ratio Avg Win / Avg Loss | 3.5477 | 6.5099 | 1.6066 | 1.5624 | 2.1136 | 1.163 |
Largest Winning Trade | 271257 | 271257 | 71650 | 26970078 | 26970078 | 16810080 |
Largest Losing Trade | -35965 | -24487 | -35965 | -14765219 | -8563026 | -14765219 |
Avg Bars in Trades | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Winners | 136 | 135 | 138 | 136 | 135 | 138 |
Avg Bars in Losers | 45 | 45 | 45 | 45 | 45 | 45 |
Bars Traded | 10900 | 5242 | 5658 | 10900 | 5242 | 5658 |
Profit Streak | 27.2829 | 32.4495 | 0 | 27.2829 | 32.4495 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245160 | -145790 | -384334 | 303319 | -131479 | -296961 |
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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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