Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2181627.363 | 2001911.0903 | 179716.2726 | 20564154.7873 | 6054419.8754 | 14509734.9119 |
Total P&L (%) | 2181.6274 | 2001.9111 | 179.7163 | 20564.1548 | 6054.4199 | 14509.7349 |
Avg Daily Profit (%) | 0.9847 | 0.9036 | 0.0811 | 0.2409 | 0.1861 | 0.2252 |
Buy And Hold Return (%) | 845.6861 | 845.6861 | 845.6861 | 845.6861 | 845.6861 | 845.6861 |
Max Trade Drawdown | -136646 | -74862 | -99645 | -76103881 | -36139423 | -53584440 |
Profit Factor | 4.5234 | 8.182 | 1.5279 | 1.1166 | 1.0717 | 1.1579 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 57.6087 | 60.8696 | 54.3478 | 57.6087 | 60.8696 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.3285 | 5.2598 | 1.2834 | 0.8217 | 0.689 | 0.9726 |
Largest Winning Trade | 1688001 | 1688001 | 53385 | 20909721 | 16692567 | 20909721 |
Largest Losing Trade | -44327 | -34922 | -44327 | -21180192 | -21180192 | -14935273 |
Avg Bars in Trades | 140 | 159 | 121 | 140 | 159 | 121 |
Avg Bars in Winners | 172 | 187 | 156 | 172 | 187 | 156 |
Avg Bars in Losers | 96 | 115 | 81 | 96 | 115 | 81 |
Bars Traded | 12938 | 7334 | 5604 | 12938 | 7334 | 5604 |
Profit Streak | 119.5995 | 119.5995 | 154.9328 | 119.5995 | 119.5995 | 154.9328 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 717871 | 712231 | -246930 | -82847 | -132915 | -38273 |
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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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