Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025210.6024 | 855588.9299 | 169621.6725 | 32783433.8711 | 30244568.2098 | 2538865.6613 |
Total P&L (%) | 1025.2106 | 855.5889 | 169.6217 | 32783.4339 | 30244.5682 | 2538.8657 |
Avg Daily Profit (%) | 0.41 | 0.3421 | 0.0678 | 0.232 | 0.2288 | 0.131 |
Buy And Hold Return (%) | 744.7833 | 744.7833 | 744.7833 | 744.7833 | 744.7833 | 744.7833 |
Max Trade Drawdown | -52534 | -46882 | -39318 | -15269209 | -10032688 | -5236520 |
Profit Factor | 3.0981 | 4.3267 | 1.7329 | 2.0257 | 2.7352 | 1.1747 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 44.2478 | 44.6429 | 43.8596 | 44.2478 | 44.6429 | 43.8596 |
Ratio Avg Win / Avg Loss | 3.9036 | 5.3651 | 2.2181 | 2.5524 | 3.3916 | 1.5036 |
Largest Winning Trade | 342948 | 342948 | 53370 | 20423025 | 20423025 | 5355605 |
Largest Losing Trade | -24416 | -24416 | -23213 | -4155624 | -4155624 | -3317981 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 95 | 94 | 95 | 95 | 94 | 95 |
Avg Bars in Losers | 40 | 38 | 41 | 40 | 38 | 41 |
Bars Traded | 7304 | 3570 | 3734 | 7304 | 3570 | 3734 |
Profit Streak | 76.0169 | 86.3502 | 76.0169 | 76.0169 | 86.3502 | 76.0169 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33857 | -284518 | -446744 | 402819 | -168077 | -229618 |
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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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