Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1386486.414 | 1224577.9179 | 161908.4962 | 20265249.186 | 17005001.16 | 3260248.026 |
Total P&L (%) | 1386.4864 | 1224.5779 | 161.9085 | 20265.2492 | 17005.0012 | 3260.248 |
Avg Daily Profit (%) | 0.6334 | 0.5594 | 0.074 | 0.2432 | 0.2352 | 0.1607 |
Buy And Hold Return (%) | 545.6794 | 545.6794 | 545.6794 | 545.6794 | 545.6794 | 545.6794 |
Max Trade Drawdown | -92230 | -67178 | -94950 | -8275241 | -6593249 | -2459903 |
Profit Factor | 4.5903 | 7.3135 | 1.8423 | 2.5539 | 2.9177 | 1.7811 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50.7692 | 43.75 | 57.5758 | 50.7692 | 43.75 | 57.5758 |
Ratio Avg Win / Avg Loss | 4.4512 | 9.4031 | 1.3575 | 2.4765 | 3.7513 | 1.3124 |
Largest Winning Trade | 474811 | 474811 | 63995 | 13804661 | 13804661 | 1699791 |
Largest Losing Trade | -78052 | -33159 | -78052 | -3548300 | -3548300 | -1076740 |
Avg Bars in Trades | 98 | 91 | 104 | 98 | 91 | 104 |
Avg Bars in Winners | 141 | 147 | 136 | 141 | 147 | 136 |
Avg Bars in Losers | 53 | 47 | 61 | 53 | 47 | 61 |
Bars Traded | 6381 | 2924 | 3457 | 6381 | 2924 | 3457 |
Profit Streak | 194.7859 | 194.7859 | 204.7859 | 194.7859 | 194.7859 | 204.7859 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118770 | 464002 | -255261 | -121212 | 447185 | 417678 |
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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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