Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029439.3465 | 829720.1003 | 199719.2462 | 37958687.2155 | 33140490.0589 | 4818197.1566 |
Total P&L (%) | 1029.4393 | 829.7201 | 199.7192 | 37958.6872 | 33140.4901 | 4818.1972 |
Avg Daily Profit (%) | 0.4115 | 0.3317 | 0.0798 | 0.2378 | 0.2324 | 0.1558 |
Buy And Hold Return (%) | 800.7775 | 800.7775 | 800.7775 | 800.7775 | 800.7775 | 800.7775 |
Max Trade Drawdown | -86188 | -69280 | -70046 | -6889667 | -3045607 | -6444826 |
Profit Factor | 4.6416 | 8.971 | 2.1183 | 4.0215 | 10.1452 | 1.539 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 74.5763 | 72.4138 | 76.6667 | 74.5763 | 72.4138 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.5824 | 3.4175 | 0.6447 | 1.371 | 3.8648 | 0.4684 |
Largest Winning Trade | 315135 | 315135 | 50750 | 13912035 | 13912035 | 3383816 |
Largest Losing Trade | -70046 | -39695 | -70046 | -6444826 | -1628558 | -6444826 |
Avg Bars in Trades | 79 | 97 | 63 | 79 | 97 | 63 |
Avg Bars in Winners | 77 | 86 | 69 | 77 | 86 | 69 |
Avg Bars in Losers | 87 | 125 | 42 | 87 | 125 | 42 |
Bars Traded | 4716 | 2821 | 1895 | 4716 | 2821 | 1895 |
Profit Streak | 465.3711 | 466.8711 | 465.3711 | 465.3711 | 466.8711 | 465.3711 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234413 | -132618 | -246097 | -160524 | 758384 | 419945 |
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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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