Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1453372.6547 | 1285669.3199 | 167703.3349 | 30172798.5947 | 19335805.1424 | 10836993.4523 |
Total P&L (%) | 1453.3727 | 1285.6693 | 167.7033 | 30172.7986 | 19335.8051 | 10836.9935 |
Avg Daily Profit (%) | 0.7989 | 0.7067 | 0.0922 | 0.3145 | 0.2901 | 0.2584 |
Buy And Hold Return (%) | 603.5701 | 603.5701 | 603.5701 | 603.5701 | 603.5701 | 603.5701 |
Max Trade Drawdown | -135586 | -85656 | -81822 | -6969834 | -7466018 | -3800816 |
Profit Factor | 4.0167 | 6.2737 | 1.7047 | 1.891 | 1.9931 | 1.753 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Profitability (%) | 56.9767 | 48.8372 | 65.1163 | 56.9767 | 48.8372 | 65.1163 |
Ratio Avg Win / Avg Loss | 3.033 | 6.5724 | 0.9132 | 1.4279 | 2.088 | 0.9391 |
Largest Winning Trade | 587186 | 587186 | 78011 | 7598241 | 7598241 | 4769242 |
Largest Losing Trade | -53714 | -30210 | -53714 | -5712253 | -5712253 | -2456745 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 68 | 73 | 65 | 68 | 73 | 65 |
Avg Bars in Losers | 49 | 52 | 45 | 49 | 52 | 45 |
Bars Traded | 5202 | 2692 | 2510 | 5202 | 2692 | 2510 |
Profit Streak | 60.1033 | 184.77 | 60.1033 | 60.1033 | 184.77 | 60.1033 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 654182 | 570895 | -232655 | 489819 | 488794 | 419506 |
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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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