Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896682.499 | 1524987.1488 | 371695.3501 | 122878751.7116 | 60026635.5582 | 62852116.1535 |
Total P&L (%) | 1896.6825 | 1524.9871 | 371.6954 | 122878.7517 | 60026.6356 | 62852.1162 |
Avg Daily Profit (%) | 0.7951 | 0.6393 | 0.1558 | 0.2987 | 0.2686 | 0.2705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95653 | -113408 | -66899 | -29928459 | -32429919 | -21541495 |
Profit Factor | 4.1102 | 6.0673 | 2.2033 | 1.8107 | 1.8153 | 1.8063 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 59.5506 | 56.8182 | 62.2222 | 59.5506 | 56.8182 | 62.2222 |
Ratio Avg Win / Avg Loss | 2.7918 | 4.6111 | 1.3377 | 1.2299 | 1.3796 | 1.0967 |
Largest Winning Trade | 1037489 | 1037489 | 59245 | 21603617 | 19301849 | 21603617 |
Largest Losing Trade | -47940 | -41031 | -47940 | -17333136 | -16803605 | -17333136 |
Avg Bars in Trades | 51 | 63 | 40 | 51 | 63 | 40 |
Avg Bars in Winners | 53 | 62 | 44 | 53 | 62 | 44 |
Avg Bars in Losers | 48 | 63 | 32 | 48 | 63 | 32 |
Bars Traded | 4585 | 2773 | 1812 | 4585 | 2773 | 1812 |
Profit Streak | 129.4412 | 129.4412 | 156.4412 | 129.4412 | 129.4412 | 156.4412 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 833755 | 799996 | 479803 | 507543 | 462902 | 502516 |
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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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