Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357026.0023 | 1279782.9784 | 77243.0239 | 4927343.9769 | 4665487.8238 | 261856.153 |
Total P&L (%) | 1357.026 | 1279.783 | 77.243 | 4927.344 | 4665.4878 | 261.8562 |
Avg Daily Profit (%) | 0.7456 | 0.7032 | 0.0424 | 0.2155 | 0.2125 | 0.0707 |
Buy And Hold Return (%) | 656.9189 | 656.9189 | 656.9189 | 656.9189 | 656.9189 | 656.9189 |
Max Trade Drawdown | -97697 | -55447 | -64535 | -7648564 | -4604939 | -4713738 |
Profit Factor | 3.5194 | 6.0051 | 1.273 | 1.2547 | 1.5308 | 1.0248 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.3574 | 7.4349 | 1.5761 | 1.5534 | 1.8953 | 1.2688 |
Largest Winning Trade | 667783 | 667783 | 76691 | 5691793 | 5691793 | 2544899 |
Largest Losing Trade | -34263 | -34263 | -26248 | -1765367 | -1765367 | -1628072 |
Avg Bars in Trades | 227 | 210 | 245 | 227 | 210 | 245 |
Avg Bars in Winners | 331 | 316 | 346 | 331 | 316 | 346 |
Avg Bars in Losers | 144 | 124 | 164 | 144 | 124 | 164 |
Bars Traded | 21431 | 9873 | 11558 | 21431 | 9873 | 11558 |
Profit Streak | 35.6704 | 107.4204 | 35.6704 | 35.6704 | 107.4204 | 35.6704 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455245 | 467961 | -301962 | 315864 | 364218 | -458573 |
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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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