Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012319.2742 | 853231.1971 | 159088.0771 | 15184007.2852 | 9767988.3108 | 5416018.9744 |
Total P&L (%) | 1012.3193 | 853.2312 | 159.0881 | 15184.0073 | 9767.9883 | 5416.019 |
Avg Daily Profit (%) | 0.4048 | 0.3412 | 0.0636 | 0.2013 | 0.1838 | 0.1605 |
Buy And Hold Return (%) | 373.0267 | 373.0267 | 373.0267 | 373.0267 | 373.0267 | 373.0267 |
Max Trade Drawdown | -109514 | -67683 | -63898 | -22448540 | -12871571 | -13878680 |
Profit Factor | 3.7356 | 4.7015 | 2.1401 | 1.2614 | 1.2698 | 1.2476 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 51.3889 | 52.7778 | 50 | 51.3889 | 52.7778 | 50 |
Ratio Avg Win / Avg Loss | 3.5337 | 4.2066 | 2.1401 | 1.1932 | 1.1361 | 1.2476 |
Largest Winning Trade | 407405 | 407405 | 57462 | 11851240 | 11851240 | 4261427 |
Largest Losing Trade | -34090 | -27149 | -34090 | -6773450 | -6495663 | -6773450 |
Avg Bars in Trades | 100 | 144 | 56 | 100 | 144 | 56 |
Avg Bars in Winners | 122 | 164 | 78 | 122 | 164 | 78 |
Avg Bars in Losers | 77 | 122 | 34 | 77 | 122 | 34 |
Bars Traded | 7239 | 5206 | 2033 | 7239 | 5206 | 2033 |
Profit Streak | 163.6162 | 166.9495 | 163.6162 | 163.6162 | 166.9495 | 163.6162 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68924 | 474187 | -268736 | -74318 | 328436 | 303391 |
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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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