Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2288601.2454 | 2036970.6172 | 251630.6282 | 140682553.3245 | 43597742.1331 | 97084811.1914 |
Total P&L (%) | 2288.6012 | 2036.9706 | 251.6306 | 140682.5533 | 43597.7421 | 97084.8112 |
Avg Daily Profit (%) | 1.0076 | 0.8968 | 0.1108 | 0.3197 | 0.268 | 0.3033 |
Buy And Hold Return (%) | 435.497 | 435.497 | 435.497 | 435.497 | 435.497 | 435.497 |
Max Trade Drawdown | -53434 | -37540 | -41649 | -34342050 | -31437295 | -19017063 |
Profit Factor | 6.7838 | 9.8245 | 2.5263 | 1.8924 | 1.4257 | 2.7575 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 60.4938 | 53.6585 | 67.5 | 60.4938 | 53.6585 | 67.5 |
Ratio Avg Win / Avg Loss | 4.4302 | 8.4848 | 1.2164 | 1.2359 | 1.2313 | 1.3277 |
Largest Winning Trade | 1472170 | 1472170 | 61620 | 31410566 | 31410566 | 27010947 |
Largest Losing Trade | -36268 | -31422 | -36268 | -16675639 | -16675639 | -16082776 |
Avg Bars in Trades | 79 | 80 | 78 | 79 | 80 | 78 |
Avg Bars in Winners | 98 | 104 | 93 | 98 | 104 | 93 |
Avg Bars in Losers | 49 | 52 | 45 | 49 | 52 | 45 |
Bars Traded | 6426 | 3299 | 3127 | 6426 | 3299 | 3127 |
Profit Streak | 55.4267 | 55.4267 | 331.7601 | 55.4267 | 55.4267 | 331.7601 |
Trades During Streak | 2 | 1 | 6 | 2 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 253948 | 764280 | -203462 | -2114 | 379562 | 603863 |
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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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