Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943759.0608 | 821964.4346 | 121794.6263 | 13683892.7724 | 12975717.0067 | 708175.7657 |
Total P&L (%) | 943.7591 | 821.9644 | 121.7946 | 13683.8928 | 12975.717 | 708.1758 |
Avg Daily Profit (%) | 0.3775 | 0.3288 | 0.0487 | 0.1972 | 0.1951 | 0.0836 |
Buy And Hold Return (%) | 877.1296 | 877.1296 | 877.1296 | 877.1296 | 877.1296 | 877.1296 |
Max Trade Drawdown | -70248 | -50033 | -50836 | -8650075 | -5662229 | -3023049 |
Profit Factor | 2.676 | 3.7729 | 1.4567 | 1.7523 | 2.2522 | 1.0905 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 51.9231 | 53.8462 | 50 | 51.9231 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 2.4778 | 3.2339 | 1.4567 | 1.6225 | 1.9305 | 1.0905 |
Largest Winning Trade | 337909 | 337909 | 50532 | 8886212 | 8886212 | 1998417 |
Largest Losing Trade | -32205 | -32205 | -27172 | -3503543 | -3503543 | -2973271 |
Avg Bars in Trades | 92 | 94 | 91 | 92 | 94 | 91 |
Avg Bars in Winners | 123 | 122 | 123 | 123 | 122 | 123 |
Avg Bars in Losers | 59 | 61 | 58 | 59 | 61 | 58 |
Bars Traded | 9636 | 4901 | 4735 | 9636 | 4901 | 4735 |
Profit Streak | 79.9494 | 85.9494 | 79.9494 | 79.9494 | 85.9494 | 79.9494 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125996 | -328742 | -472082 | 461711 | -166715 | -547175 |
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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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