Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1945179.3845 | 1774339.7918 | 170839.5926 | 29209559.3045 | 5322824.036 | 23886735.2685 |
Total P&L (%) | 1945.1794 | 1774.3398 | 170.8396 | 29209.5593 | 5322.824 | 23886.7353 |
Avg Daily Profit (%) | 0.8194 | 0.7474 | 0.072 | 0.2396 | 0.1683 | 0.2311 |
Buy And Hold Return (%) | 469.6203 | 469.6203 | 469.6203 | 469.6203 | 469.6203 | 469.6203 |
Max Trade Drawdown | -65160 | -91960 | -33708 | -15289152 | -13489749 | -2779488 |
Profit Factor | 6.1916 | 9.5503 | 2.022 | 1.9964 | 1.2581 | 3.7467 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 42.6829 | 39.0244 | 46.3415 | 42.6829 | 39.0244 | 46.3415 |
Ratio Avg Win / Avg Loss | 8.3144 | 14.9224 | 2.3413 | 2.6808 | 1.9658 | 4.3383 |
Largest Winning Trade | 1349209 | 1349209 | 58413 | 15258120 | 9135565 | 15258120 |
Largest Losing Trade | -29551 | -27075 | -29551 | -11172527 | -11172527 | -2356194 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 79 | 84 | 75 | 79 | 84 | 75 |
Avg Bars in Losers | 37 | 29 | 46 | 37 | 29 | 46 |
Bars Traded | 4558 | 2099 | 2459 | 4558 | 2099 | 2459 |
Profit Streak | 0 | 0 | 22.7014 | 0 | 0 | 22.7014 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287711 | 525341 | -259630 | 19657 | 161056 | 516233 |
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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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