Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1942125.7773 | 1808396.3791 | 133729.3982 | 175396710.877 | 112597705.4845 | 62799005.3925 |
Total P&L (%) | 1942.1258 | 1808.3964 | 133.7294 | 175396.7109 | 112597.7055 | 62799.0054 |
Avg Daily Profit (%) | 0.8593 | 0.8002 | 0.0592 | 0.3311 | 0.3114 | 0.2855 |
Buy And Hold Return (%) | 10327.3897 | 10327.3897 | 10327.3897 | 10327.3897 | 10327.3897 | 10327.3897 |
Max Trade Drawdown | -100804 | -59431 | -48604 | -33505883 | -43288670 | -11515297 |
Profit Factor | 5.654 | 8.9783 | 1.7015 | 2.4862 | 2.2725 | 3.1264 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 58.5366 | 53.6585 | 63.4146 | 58.5366 | 53.6585 | 63.4146 |
Ratio Avg Win / Avg Loss | 4.0049 | 7.7539 | 0.9816 | 1.7611 | 1.9626 | 1.8037 |
Largest Winning Trade | 803365 | 803365 | 61173 | 60958413 | 60958413 | 21367116 |
Largest Losing Trade | -36162 | -31486 | -36162 | -33505883 | -33505883 | -5865125 |
Avg Bars in Trades | 52 | 61 | 43 | 52 | 61 | 43 |
Avg Bars in Winners | 61 | 78 | 46 | 61 | 78 | 46 |
Avg Bars in Losers | 40 | 42 | 38 | 40 | 42 | 38 |
Bars Traded | 4334 | 2537 | 1797 | 4334 | 2537 | 1797 |
Profit Streak | 163.7444 | 177.2444 | 163.7444 | 163.7444 | 177.2444 | 163.7444 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150238 | -142217 | -276113 | 285971 | 546560 | 621302 |
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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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