Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069676.0379 | 891518.2152 | 178157.8227 | 20681908.3092 | 2458246.4306 | 18223661.8786 |
Total P&L (%) | 1069.676 | 891.5182 | 178.1578 | 20681.9083 | 2458.2464 | 18223.6619 |
Avg Daily Profit (%) | 0.57 | 0.4751 | 0.0949 | 0.2848 | 0.1729 | 0.278 |
Buy And Hold Return (%) | 559.4666 | 559.4666 | 559.4666 | 559.4666 | 559.4666 | 559.4666 |
Max Trade Drawdown | -90256 | -68303 | -81066 | -17859450 | -17980753 | -8812512 |
Profit Factor | 2.2096 | 3.0222 | 1.4018 | 1.203 | 1.0428 | 1.41 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Losing Trades | 131 | 72 | 59 | 131 | 72 | 59 |
Profitability (%) | 39.3519 | 33.3333 | 45.3704 | 39.3519 | 33.3333 | 45.3704 |
Ratio Avg Win / Avg Loss | 3.4054 | 6.0443 | 1.6878 | 1.854 | 2.0856 | 1.6978 |
Largest Winning Trade | 230300 | 230300 | 46924 | 19916802 | 19916802 | 8231591 |
Largest Losing Trade | -33396 | -19081 | -33396 | -5009861 | -4253083 | -5009861 |
Avg Bars in Trades | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Winners | 42 | 41 | 43 | 42 | 41 | 43 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 5586 | 2558 | 3028 | 5586 | 2558 | 3028 |
Profit Streak | 28.4148 | 37.7482 | 28.4148 | 28.4148 | 37.7482 | 28.4148 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 223376 | 22940 | -231438 | 275058 | -172322 | 335629 |
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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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