Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054509.0509 | 863301.6901 | 191207.3609 | 43886692.7597 | 39794919.1565 | 4091773.6032 |
Total P&L (%) | 1054.5091 | 863.3017 | 191.2074 | 43886.6928 | 39794.9192 | 4091.7736 |
Avg Daily Profit (%) | 0.4218 | 0.3453 | 0.0765 | 0.2438 | 0.2398 | 0.1495 |
Buy And Hold Return (%) | 757.7355 | 757.7355 | 757.7355 | 757.7355 | 757.7355 | 757.7355 |
Max Trade Drawdown | -61895 | -52105 | -57020 | -5714723 | -3349827 | -9394054 |
Profit Factor | 3.7124 | 6.0332 | 1.8801 | 2.9103 | 5.9144 | 1.2751 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 53.7634 | 45.6522 | 61.7021 | 53.7634 | 45.6522 | 61.7021 |
Ratio Avg Win / Avg Loss | 3.1926 | 7.1824 | 1.167 | 2.5028 | 7.041 | 0.7914 |
Largest Winning Trade | 372653 | 372653 | 50113 | 20339631 | 20339631 | 4490893 |
Largest Losing Trade | -57020 | -16851 | -57020 | -5512203 | -3349827 | -5512203 |
Avg Bars in Trades | 104 | 106 | 102 | 104 | 106 | 102 |
Avg Bars in Winners | 131 | 140 | 124 | 131 | 140 | 124 |
Avg Bars in Losers | 73 | 77 | 67 | 73 | 77 | 67 |
Bars Traded | 9721 | 4885 | 4836 | 9721 | 4885 | 4836 |
Profit Streak | 166.2273 | 166.2273 | 240.7273 | 166.2273 | 166.2273 | 240.7273 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24997 | -105276 | -251173 | 580164 | 582962 | 258146 |
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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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