Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064854.2791 | 850398.3503 | 214455.9288 | 49114145.3996 | 19182871.0971 | 29931274.3025 |
Total P&L (%) | 1064.8543 | 850.3984 | 214.4559 | 49114.1454 | 19182.8711 | 29931.2743 |
Avg Daily Profit (%) | 0.4257 | 0.3399 | 0.0857 | 0.2481 | 0.2106 | 0.2283 |
Buy And Hold Return (%) | 413.4752 | 413.4752 | 413.4752 | 413.4752 | 413.4752 | 413.4752 |
Max Trade Drawdown | -103504 | -61961 | -66003 | -75095507 | -44398201 | -60905984 |
Profit Factor | 3.6039 | 5.1836 | 2.0427 | 1.2366 | 1.1674 | 1.3218 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 56.5217 | 52.1739 | 60.8696 | 56.5217 | 52.1739 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.7722 | 4.7516 | 1.3132 | 0.9512 | 1.0701 | 0.8497 |
Largest Winning Trade | 223007 | 223007 | 55704 | 32450417 | 32450417 | 28537184 |
Largest Losing Trade | -58097 | -26216 | -58097 | -53733038 | -25515520 | -53733038 |
Avg Bars in Trades | 79 | 67 | 91 | 79 | 67 | 91 |
Avg Bars in Winners | 100 | 86 | 112 | 100 | 86 | 112 |
Avg Bars in Losers | 51 | 47 | 57 | 51 | 47 | 57 |
Bars Traded | 7303 | 3107 | 4196 | 7303 | 3107 | 4196 |
Profit Streak | 0.9217 | 0 | 29.9217 | 0.9217 | 0 | 29.9217 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406828 | 396283 | -238563 | 163086 | -27897 | 352035 |
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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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