Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089295.5952 | 889387.5946 | 199908.0006 | 43903374.2316 | 37611912.8446 | 6291461.387 |
Total P&L (%) | 1089.2956 | 889.3876 | 199.908 | 43903.3742 | 37611.9128 | 6291.4614 |
Avg Daily Profit (%) | 0.4357 | 0.3558 | 0.08 | 0.2438 | 0.2376 | 0.1664 |
Buy And Hold Return (%) | 714.9898 | 714.9898 | 714.9898 | 714.9898 | 714.9898 | 714.9898 |
Max Trade Drawdown | -65833 | -73619 | -67526 | -5345775 | -5071808 | -2730192 |
Profit Factor | 3.5846 | 5.6638 | 1.8663 | 3.4367 | 4.4408 | 1.8878 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 61.4679 | 61.1111 | 61.8182 | 61.4679 | 61.1111 | 61.8182 |
Ratio Avg Win / Avg Loss | 2.2471 | 3.6042 | 1.1527 | 2.1544 | 2.826 | 1.166 |
Largest Winning Trade | 415281 | 415281 | 44681 | 22248691 | 22248691 | 3051109 |
Largest Losing Trade | -55574 | -38071 | -55574 | -4284698 | -4284698 | -2514677 |
Avg Bars in Trades | 89 | 99 | 80 | 89 | 99 | 80 |
Avg Bars in Winners | 105 | 100 | 110 | 105 | 100 | 110 |
Avg Bars in Losers | 64 | 98 | 31 | 64 | 98 | 31 |
Bars Traded | 9778 | 5364 | 4414 | 9778 | 5364 | 4414 |
Profit Streak | 89.4386 | 175.6886 | 89.4386 | 89.4386 | 175.6886 | 89.4386 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341292 | -249501 | -427500 | 637957 | -161515 | -167741 |
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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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