Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1113434.3242 | 919936.8822 | 193497.4419 | 53621857.9812 | 45495076.5746 | 8126781.4066 |
Total P&L (%) | 1113.4343 | 919.9369 | 193.4974 | 53621.858 | 45495.0766 | 8126.7814 |
Avg Daily Profit (%) | 0.4455 | 0.368 | 0.0774 | 0.2518 | 0.2452 | 0.1766 |
Buy And Hold Return (%) | 741.0594 | 741.0594 | 741.0594 | 741.0594 | 741.0594 | 741.0594 |
Max Trade Drawdown | -92184 | -88075 | -25965 | -10563541 | -10131542 | -3177196 |
Profit Factor | 4.1542 | 4.4757 | 3.1907 | 2.5622 | 2.6425 | 2.2262 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 57.1429 | 57.7778 | 56.5217 | 57.1429 | 57.7778 | 56.5217 |
Ratio Avg Win / Avg Loss | 3.1156 | 3.2707 | 2.4544 | 1.9216 | 1.9311 | 1.7125 |
Largest Winning Trade | 351631 | 351631 | 63344 | 27242194 | 27242194 | 4214914 |
Largest Losing Trade | -43384 | -43384 | -24580 | -9083719 | -9083719 | -2698327 |
Avg Bars in Trades | 153 | 249 | 59 | 153 | 249 | 59 |
Avg Bars in Winners | 181 | 286 | 76 | 181 | 286 | 76 |
Avg Bars in Losers | 115 | 199 | 36 | 115 | 199 | 36 |
Bars Traded | 13953 | 11229 | 2724 | 13953 | 11229 | 2724 |
Profit Streak | 27.5989 | 0 | 36.5989 | 27.5989 | 0 | 36.5989 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317314 | -72722 | -247804 | 542708 | 523398 | 487342 |
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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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