Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1375973.2521 | 1218762.1484 | 157211.1038 | 32397046.2935 | 18029650.1478 | 14367396.1457 |
Total P&L (%) | 1375.9733 | 1218.7621 | 157.2111 | 32397.0463 | 18029.6501 | 14367.3961 |
Avg Daily Profit (%) | 0.7527 | 0.6667 | 0.086 | 0.3169 | 0.2849 | 0.2725 |
Buy And Hold Return (%) | 858.6143 | 858.6143 | 858.6143 | 858.6143 | 858.6143 | 858.6143 |
Max Trade Drawdown | -128858 | -94593 | -68268 | -40116484 | -31723977 | -21256709 |
Profit Factor | 3.7074 | 4.934 | 1.7923 | 1.1975 | 1.179 | 1.227 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 51.1905 | 52.381 | 50 | 51.1905 | 52.381 | 50 |
Ratio Avg Win / Avg Loss | 3.5349 | 4.4855 | 1.7923 | 1.1418 | 1.0718 | 1.227 |
Largest Winning Trade | 543316 | 543316 | 71285 | 23658614 | 23658614 | 17788506 |
Largest Losing Trade | -37536 | -33633 | -37536 | -13059729 | -13059729 | -9083033 |
Avg Bars in Trades | 62 | 71 | 52 | 62 | 71 | 52 |
Avg Bars in Winners | 73 | 90 | 55 | 73 | 90 | 55 |
Avg Bars in Losers | 50 | 50 | 50 | 50 | 50 | 50 |
Bars Traded | 5211 | 2989 | 2222 | 5211 | 2989 | 2222 |
Profit Streak | 0 | 103.1885 | 0 | 0 | 103.1885 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376171 | -14595 | -240472 | 222330 | -13949 | 300189 |
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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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