Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104695.4356 | 878352.635 | 226342.8007 | 97405223.6418 | 88832234.4785 | 8572989.1632 |
Total P&L (%) | 1104.6954 | 878.3526 | 226.3428 | 97405.2236 | 88832.2345 | 8572.9892 |
Avg Daily Profit (%) | 0.4417 | 0.3512 | 0.0905 | 0.2756 | 0.2719 | 0.1786 |
Buy And Hold Return (%) | 673.7666 | 673.7666 | 673.7666 | 673.7666 | 673.7666 | 673.7666 |
Max Trade Drawdown | -100763 | -89014 | -67164 | -23063291 | -10404536 | -32206087 |
Profit Factor | 3.6323 | 4.7392 | 2.2251 | 2.4702 | 4.2167 | 1.2219 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 58.0645 | 56.5217 | 59.5745 | 58.0645 | 56.5217 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.6234 | 3.6455 | 1.5099 | 1.784 | 3.2436 | 0.8291 |
Largest Winning Trade | 296302 | 296302 | 51266 | 52115786 | 52115786 | 15360862 |
Largest Losing Trade | -42092 | -42092 | -41023 | -23063291 | -7581478 | -23063291 |
Avg Bars in Trades | 104 | 120 | 88 | 104 | 120 | 88 |
Avg Bars in Winners | 108 | 101 | 115 | 108 | 101 | 115 |
Avg Bars in Losers | 97 | 145 | 48 | 97 | 145 | 48 |
Bars Traded | 9686 | 5530 | 4156 | 9686 | 5530 | 4156 |
Profit Streak | 137.4231 | 137.4231 | 247.1731 | 137.4231 | 137.4231 | 247.1731 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368957 | -52887 | -230994 | 577294 | 625024 | 304927 |
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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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