Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107389.876 | 987030.0677 | 120359.8082 | 6594095.0473 | 4375676.4287 | 2218418.6186 |
Total P&L (%) | 1107.3899 | 987.0301 | 120.3598 | 6594.095 | 4375.6764 | 2218.4186 |
Avg Daily Profit (%) | 0.443 | 0.3949 | 0.0481 | 0.1683 | 0.1522 | 0.1258 |
Buy And Hold Return (%) | 346.1325 | 346.1325 | 346.1325 | 346.1325 | 346.1325 | 346.1325 |
Max Trade Drawdown | -141477 | -80182 | -76440 | -18406633 | -13483628 | -7404692 |
Profit Factor | 2.6902 | 3.5683 | 1.4444 | 1.1152 | 1.1148 | 1.1162 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Losing Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Profitability (%) | 50.6757 | 54.0541 | 47.2973 | 50.6757 | 54.0541 | 47.2973 |
Ratio Avg Win / Avg Loss | 2.6185 | 3.0331 | 1.6094 | 1.0855 | 0.9475 | 1.2437 |
Largest Winning Trade | 493477 | 493477 | 57721 | 11767571 | 11767571 | 3259336 |
Largest Losing Trade | -46058 | -42004 | -46058 | -5610443 | -5346420 | -5610443 |
Avg Bars in Trades | 65 | 82 | 47 | 65 | 82 | 47 |
Avg Bars in Winners | 92 | 112 | 69 | 92 | 112 | 69 |
Avg Bars in Losers | 37 | 48 | 28 | 37 | 48 | 28 |
Bars Traded | 9666 | 6137 | 3528 | 9666 | 6137 | 3528 |
Profit Streak | 87.6899 | 96.1899 | 87.6899 | 87.6899 | 96.1899 | 87.6899 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 514272 | -49091 | -356454 | -84041 | -150632 | -181905 |
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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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