Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1491123.7564 | 1336298.131 | 154825.6254 | 27486268.1548 | 18043801.6068 | 9442466.5481 |
Total P&L (%) | 1491.1238 | 1336.2981 | 154.8256 | 27486.2682 | 18043.8016 | 9442.4665 |
Avg Daily Profit (%) | 0.8225 | 0.7371 | 0.0854 | 0.3105 | 0.2873 | 0.2518 |
Buy And Hold Return (%) | 512.4724 | 512.4724 | 512.4724 | 512.4724 | 512.4724 | 512.4724 |
Max Trade Drawdown | -112740 | -100916 | -76882 | -8850812 | -2728167 | -7325636 |
Profit Factor | 3.7792 | 6.8199 | 1.5044 | 2.176 | 2.7481 | 1.7235 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 108 | 56 | 52 | 108 | 56 | 52 |
Profitability (%) | 42.8571 | 40.4255 | 45.2632 | 42.8571 | 40.4255 | 45.2632 |
Ratio Avg Win / Avg Loss | 5.0389 | 10.0504 | 1.8193 | 2.9013 | 4.0499 | 2.0842 |
Largest Winning Trade | 598185 | 598185 | 74432 | 8845302 | 6007310 | 8845302 |
Largest Losing Trade | -36842 | -16805 | -36842 | -5425765 | -1377214 | -5425765 |
Avg Bars in Trades | 56 | 51 | 60 | 56 | 51 | 60 |
Avg Bars in Winners | 102 | 92 | 110 | 102 | 92 | 110 |
Avg Bars in Losers | 21 | 24 | 19 | 21 | 24 | 19 |
Bars Traded | 10639 | 4872 | 5767 | 10639 | 4872 | 5767 |
Profit Streak | 11.196 | 11.196 | 12.8627 | 11.196 | 11.196 | 12.8627 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598691 | 515085 | -243327 | 462902 | 382999 | 384671 |
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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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