Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095959.2355 | 924759.3272 | 171199.9083 | 21408295.667 | 13289873.1134 | 8118422.5536 |
Total P&L (%) | 1095.9592 | 924.7593 | 171.1999 | 21408.2957 | 13289.8731 | 8118.4226 |
Avg Daily Profit (%) | 0.6047 | 0.5103 | 0.0945 | 0.2968 | 0.2706 | 0.2436 |
Buy And Hold Return (%) | 652.009 | 652.009 | 652.009 | 652.009 | 652.009 | 652.009 |
Max Trade Drawdown | -96515 | -98697 | -67489 | -11856143 | -11340537 | -4386572 |
Profit Factor | 2.0963 | 2.6333 | 1.3949 | 1.365 | 1.3858 | 1.3354 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 49.1453 | 44.4444 | 53.8462 | 49.1453 | 44.4444 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.1692 | 3.2916 | 1.1956 | 1.4125 | 1.7323 | 1.1446 |
Largest Winning Trade | 254695 | 254695 | 37580 | 6436418 | 6436418 | 2129961 |
Largest Losing Trade | -51124 | -38423 | -51124 | -6254181 | -6254181 | -3314940 |
Avg Bars in Trades | 45 | 55 | 35 | 45 | 55 | 35 |
Avg Bars in Winners | 45 | 59 | 34 | 45 | 59 | 34 |
Avg Bars in Losers | 44 | 51 | 35 | 44 | 51 | 35 |
Bars Traded | 10542 | 6440 | 4102 | 10542 | 6440 | 4102 |
Profit Streak | 52.6188 | 87.6188 | 52.6188 | 52.6188 | 87.6188 | 52.6188 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321598 | -20874 | -230303 | 425262 | 338635 | 373503 |
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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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