Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244902.3332 | 1133439.3355 | 111462.9977 | 7970158.9677 | 7018273.6112 | 951885.3565 |
Total P&L (%) | 1244.9023 | 1133.4393 | 111.463 | 7970.159 | 7018.2736 | 951.8854 |
Avg Daily Profit (%) | 0.5677 | 0.5168 | 0.0508 | 0.2004 | 0.1947 | 0.1074 |
Buy And Hold Return (%) | 565.844 | 565.844 | 565.844 | 565.844 | 565.844 | 565.844 |
Max Trade Drawdown | -97512 | -84366 | -94370 | -2311568 | -1148246 | -1443255 |
Profit Factor | 3.6418 | 7.33 | 1.3815 | 2.0892 | 3.5187 | 1.2101 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 44.3182 | 40.9091 | 47.7273 | 44.3182 | 40.9091 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.5756 | 10.5878 | 1.5131 | 2.6248 | 5.0825 | 1.3253 |
Largest Winning Trade | 440363 | 440363 | 65812 | 5141204 | 5141204 | 2389947 |
Largest Losing Trade | -72710 | -22674 | -72710 | -1443255 | -868312 | -1443255 |
Avg Bars in Trades | 72 | 63 | 80 | 72 | 63 | 80 |
Avg Bars in Winners | 106 | 100 | 112 | 106 | 100 | 112 |
Avg Bars in Losers | 44 | 38 | 51 | 44 | 38 | 51 |
Bars Traded | 6355 | 2810 | 3545 | 6355 | 2810 | 3545 |
Profit Streak | 80.6239 | 119.6239 | 80.6239 | 80.6239 | 119.6239 | 80.6239 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425413 | 355940 | -289389 | 410634 | 438564 | -58982 |
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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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