Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029411.6595 | 857585.7211 | 171825.9384 | 35467923.4892 | 25013816.7143 | 10454106.7749 |
Total P&L (%) | 1029.4117 | 857.5857 | 171.8259 | 35467.9235 | 25013.8167 | 10454.1068 |
Avg Daily Profit (%) | 0.4118 | 0.343 | 0.0687 | 0.2352 | 0.2213 | 0.1865 |
Buy And Hold Return (%) | 837.9703 | 837.9703 | 837.9703 | 837.9703 | 837.9703 | 837.9703 |
Max Trade Drawdown | -70042 | -66279 | -36437 | -4342149 | -3677305 | -1826664 |
Profit Factor | 2.7179 | 3.6122 | 1.6343 | 3.3689 | 3.7917 | 2.7388 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.3297 | 3.0962 | 1.4008 | 2.8876 | 3.25 | 2.3475 |
Largest Winning Trade | 322892 | 322892 | 46411 | 10913210 | 10913210 | 4563204 |
Largest Losing Trade | -28542 | -28542 | -23859 | -3677305 | -3677305 | -1270572 |
Avg Bars in Trades | 74 | 82 | 66 | 74 | 82 | 66 |
Avg Bars in Winners | 86 | 93 | 80 | 86 | 93 | 80 |
Avg Bars in Losers | 59 | 70 | 49 | 59 | 70 | 49 |
Bars Traded | 9656 | 5363 | 4293 | 9656 | 5363 | 4293 |
Profit Streak | 124.8073 | 167.8073 | 124.8073 | 124.8073 | 167.8073 | 124.8073 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77371 | -272256 | -394791 | 614805 | -114670 | -116681 |
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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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