Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138100.4067 | 1644885.7126 | -506785.3059 | 13598478.688 | 11010924.0534 | 2587554.6346 |
Total P&L (%) | 1138.1004 | 1644.8857 | -506.7853 | 13598.4787 | 11010.9241 | 2587.5546 |
Avg Daily Profit (%) | 0.6228 | 0.9001 | -0.2773 | 0.2696 | 0.2581 | 0.1803 |
Buy And Hold Return (%) | 506.98 | 506.98 | 506.98 | 506.98 | 506.98 | 506.98 |
Max Trade Drawdown | -738041 | -110887 | -632575 | -27921484 | -10102862 | -26874371 |
Profit Factor | 2.1151 | 7.8515 | 0.3507 | 1.2114 | 1.4009 | 1.0702 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 66 | 30 | 36 | 46 | 24 | 22 |
Losing Trades | 18 | 12 | 6 | 38 | 18 | 20 |
Profitability (%) | 78.5714 | 71.4286 | 85.7143 | 54.7619 | 57.1429 | 52.381 |
Ratio Avg Win / Avg Loss | 0.5769 | 3.1406 | 0.0585 | 1.0007 | 1.0507 | 0.9729 |
Largest Winning Trade | 1698462 | 1698462 | 50411 | 27432363 | 15484245 | 27432363 |
Largest Losing Trade | -509679 | -70335 | -509679 | -14419804 | -8546175 | -14419804 |
Avg Bars in Trades | 41 | 45 | 38 | 41 | 45 | 38 |
Avg Bars in Winners | 21 | 20 | 22 | 41 | 41 | 42 |
Avg Bars in Losers | 115 | 108 | 129 | 41 | 51 | 33 |
Bars Traded | 3508 | 1911 | 1597 | 3508 | 1911 | 1597 |
Profit Streak | 156.9238 | 156.9238 | 269.4238 | 156.9238 | 156.9238 | 269.4238 |
Trades During Streak | 12 | 6 | 7 | 12 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484326 | 833393 | -574851 | 382494 | 419225 | -136574 |
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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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