Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308815.0752 | 1267171.4857 | 41643.5895 | 1647679.3144 | 847912.4257 | 799766.8886 |
Total P&L (%) | 1308.8151 | 1267.1715 | 41.6436 | 1647.6793 | 847.9124 | 799.7669 |
Avg Daily Profit (%) | 0.7225 | 0.6995 | 0.023 | 0.1581 | 0.1242 | 0.1214 |
Buy And Hold Return (%) | 502.0565 | 502.0565 | 502.0565 | 502.0565 | 502.0565 | 502.0565 |
Max Trade Drawdown | -149901 | -121408 | -101240 | -11419856 | -9582666 | -3281779 |
Profit Factor | 3.1984 | 4.1339 | 1.218 | 1.0757 | 1.051 | 1.1563 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 54.2553 | 55.3191 | 53.1915 | 54.2553 | 55.3191 | 53.1915 |
Ratio Avg Win / Avg Loss | 2.6967 | 3.3389 | 1.0719 | 0.907 | 0.8489 | 1.0175 |
Largest Winning Trade | 642457 | 642457 | 49510 | 4068361 | 4068361 | 1242515 |
Largest Losing Trade | -74963 | -74963 | -26774 | -8828577 | -8828577 | -1415561 |
Avg Bars in Trades | 74 | 127 | 22 | 74 | 127 | 22 |
Avg Bars in Winners | 82 | 143 | 19 | 82 | 143 | 19 |
Avg Bars in Losers | 66 | 108 | 26 | 66 | 108 | 26 |
Bars Traded | 7048 | 5997 | 1051 | 7048 | 5997 | 1051 |
Profit Streak | 121.3906 | 186.3906 | 121.3906 | 121.3906 | 186.3906 | 121.3906 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 624407 | 652133 | -326619 | -131870 | -199653 | -87099 |
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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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