Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1270687.335 | 1139442.8718 | 131244.4632 | 16299299.3131 | 24065071.7918 | -7765772.4787 |
Total P&L (%) | 1270.6873 | 1139.4429 | 131.2445 | 16299.2993 | 24065.0718 | -7765.7725 |
Avg Daily Profit (%) | 0.5768 | 0.5172 | 0.0596 | 0.2317 | 0.2494 | 0 |
Buy And Hold Return (%) | 532.2972 | 532.2972 | 532.2972 | 532.2972 | 532.2972 | 532.2972 |
Max Trade Drawdown | -62097 | -47765 | -67047 | -21128021 | -9743231 | -15965945 |
Profit Factor | 4.0507 | 8.0435 | 1.5152 | 1.3292 | 2.2879 | 0.7481 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 50.5495 | 52.1739 | 48.8889 | 50.5495 | 52.1739 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.9626 | 7.3732 | 1.584 | 1.3003 | 2.0973 | 0.7821 |
Largest Winning Trade | 529410 | 529410 | 68983 | 28456168 | 28456168 | 7559171 |
Largest Losing Trade | -44687 | -25949 | -44687 | -12733852 | -5949037 | -12733852 |
Avg Bars in Trades | 139 | 125 | 153 | 139 | 125 | 153 |
Avg Bars in Winners | 182 | 175 | 190 | 182 | 175 | 190 |
Avg Bars in Losers | 95 | 70 | 119 | 95 | 70 | 119 |
Bars Traded | 12687 | 5762 | 6925 | 12687 | 5762 | 6925 |
Profit Streak | 88.5457 | 127.5457 | 0 | 88.5457 | 127.5457 | 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 | 537170 | 512921 | -277012 | 339977 | 494566 | -581144 |
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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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