Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1294770.5076 | 1062566.7073 | 232203.8003 | 98138841.4289 | 62347270.2174 | 35791571.2116 |
Total P&L (%) | 1294.7705 | 1062.5667 | 232.2038 | 98138.8414 | 62347.2702 | 35791.5712 |
Avg Daily Profit (%) | 0.7124 | 0.5846 | 0.1278 | 0.3798 | 0.3548 | 0.3242 |
Buy And Hold Return (%) | 780.4073 | 780.4073 | 780.4073 | 780.4073 | 780.4073 | 780.4073 |
Max Trade Drawdown | -137423 | -56252 | -133769 | -12769379 | -13211991 | -6723704 |
Profit Factor | 2.6914 | 3.6299 | 1.6424 | 2.2642 | 2.3861 | 2.0963 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 81 | 38 | 43 | 81 | 38 | 43 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 48.7952 | 45.7831 | 51.8072 | 48.7952 | 45.7831 | 51.8072 |
Ratio Avg Win / Avg Loss | 2.8243 | 4.2985 | 1.5278 | 2.376 | 2.8256 | 1.9501 |
Largest Winning Trade | 285572 | 285572 | 67269 | 18695373 | 18695373 | 8990749 |
Largest Losing Trade | -32343 | -32343 | -30148 | -7913219 | -7913219 | -5378164 |
Avg Bars in Trades | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Winners | 28 | 32 | 26 | 28 | 32 | 26 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3499 | 1836 | 1663 | 3499 | 1836 | 1663 |
Profit Streak | 112.6942 | 112.6942 | 114.1942 | 112.6942 | 112.6942 | 114.1942 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380451 | -35520 | -183558 | 578259 | 488336 | 527564 |
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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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