Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031985.4638 | 902462.6765 | 129522.7874 | 23054472.4334 | 21747456.7884 | 1307015.645 |
Total P&L (%) | 1031.9855 | 902.4627 | 129.5228 | 23054.4724 | 21747.4568 | 1307.0156 |
Avg Daily Profit (%) | 0.4955 | 0.4333 | 0.0622 | 0.2618 | 0.259 | 0.127 |
Buy And Hold Return (%) | 1160.4391 | 1160.4391 | 1160.4391 | 1160.4391 | 1160.4391 | 1160.4391 |
Max Trade Drawdown | -96079 | -91041 | -34039 | -10282363 | -8529783 | -3852903 |
Profit Factor | 3.4688 | 4.2048 | 1.9495 | 1.8726 | 2.1605 | 1.1702 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 50.5618 | 52.2727 | 48.8889 | 50.5618 | 52.2727 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.3918 | 3.8392 | 2.0382 | 1.831 | 1.9726 | 1.2234 |
Largest Winning Trade | 313620 | 313620 | 59737 | 15714939 | 15714939 | 1514648 |
Largest Losing Trade | -43110 | -43110 | -22626 | -5826414 | -5826414 | -2064660 |
Avg Bars in Trades | 275 | 377 | 174 | 275 | 377 | 174 |
Avg Bars in Winners | 348 | 452 | 239 | 348 | 452 | 239 |
Avg Bars in Losers | 199 | 295 | 112 | 199 | 295 | 112 |
Bars Traded | 24475 | 16620 | 7854 | 24475 | 16620 | 7854 |
Profit Streak | 31.687 | 0 | 32.5204 | 31.687 | 0 | 32.5204 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147728 | -148181 | -271785 | 466952 | 468170 | -182631 |
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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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