Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2970172.5361 | 2767688.0221 | 202484.514 | 34089488.1141 | 11700398.6811 | 22389089.433 |
Total P&L (%) | 2970.1725 | 2767.688 | 202.4845 | 34089.4881 | 11700.3987 | 22389.0894 |
Avg Daily Profit (%) | 1.4263 | 1.329 | 0.0972 | 0.2806 | 0.2293 | 0.2604 |
Buy And Hold Return (%) | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 | 84.3629 |
Max Trade Drawdown | -96541 | -118996 | -55683 | -46388380 | -26017027 | -27277187 |
Profit Factor | 6.1961 | 10.3282 | 1.7365 | 1.2477 | 1.1551 | 1.3601 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 45.977 | 39.5349 | 52.2727 | 45.977 | 39.5349 | 52.2727 |
Ratio Avg Win / Avg Loss | 7.2804 | 15.7961 | 1.5855 | 1.466 | 1.7666 | 1.2419 |
Largest Winning Trade | 2282789 | 2282789 | 80458 | 27434681 | 21436082 | 27434681 |
Largest Losing Trade | -30855 | -28404 | -30855 | -21110307 | -8745091 | -21110307 |
Avg Bars in Trades | 279 | 245 | 313 | 279 | 245 | 313 |
Avg Bars in Winners | 400 | 400 | 400 | 400 | 400 | 400 |
Avg Bars in Losers | 177 | 143 | 219 | 177 | 143 | 219 |
Bars Traded | 24354 | 10551 | 13803 | 24354 | 10551 | 13803 |
Profit Streak | 33.2378 | 0 | 40.8211 | 33.2378 | 0 | 40.8211 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 772085 | 652844 | -63192 | 277180 | -44581 | 356659 |
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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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