Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112003.4184 | 930129.6061 | 181873.8123 | 45530854.2518 | 38109218.1459 | 7421636.1059 |
Total P&L (%) | 1112.0034 | 930.1296 | 181.8738 | 45530.8543 | 38109.2181 | 7421.6361 |
Avg Daily Profit (%) | 0.4448 | 0.3721 | 0.0728 | 0.2452 | 0.2381 | 0.173 |
Buy And Hold Return (%) | 732.61 | 732.61 | 732.61 | 732.61 | 732.61 | 732.61 |
Max Trade Drawdown | -58527 | -47600 | -37658 | -13032525 | -10443353 | -4907128 |
Profit Factor | 3.164 | 4.1876 | 1.819 | 2.4014 | 2.8109 | 1.6484 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 48.6957 | 45.614 | 51.7241 | 48.6957 | 45.614 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.3335 | 4.9929 | 1.6978 | 2.5301 | 3.3515 | 1.5385 |
Largest Winning Trade | 372582 | 372582 | 49744 | 24093986 | 24093986 | 4448364 |
Largest Losing Trade | -31885 | -31885 | -23049 | -6407723 | -6407723 | -2397266 |
Avg Bars in Trades | 84 | 85 | 83 | 84 | 85 | 83 |
Avg Bars in Winners | 112 | 113 | 112 | 112 | 113 | 112 |
Avg Bars in Losers | 57 | 62 | 52 | 57 | 62 | 52 |
Bars Traded | 9731 | 4876 | 4855 | 9731 | 4876 | 4855 |
Profit Streak | 79.0845 | 90.5845 | 79.0845 | 79.0845 | 90.5845 | 79.0845 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246061 | -246393 | -437407 | 495385 | -167473 | -168345 |
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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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