Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191504.7188 | 932796.338 | 258708.3808 | 196228271.1493 | 159136833.7288 | 37091437.4204 |
Total P&L (%) | 1191.5047 | 932.7963 | 258.7084 | 196228.2711 | 159136.8337 | 37091.4374 |
Avg Daily Profit (%) | 0.4766 | 0.3731 | 0.1035 | 0.3038 | 0.2954 | 0.237 |
Buy And Hold Return (%) | 736.5353 | 736.5353 | 736.5353 | 736.5353 | 736.5353 | 736.5353 |
Max Trade Drawdown | -81705 | -80967 | -50924 | -34071947 | -18656548 | -28987783 |
Profit Factor | 4.1814 | 5.3807 | 2.601 | 3.1506 | 4.1555 | 1.9089 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 56.9892 | 52.1739 | 61.7021 | 56.9892 | 52.1739 | 61.7021 |
Ratio Avg Win / Avg Loss | 3.1558 | 4.9323 | 1.6144 | 2.3778 | 3.8092 | 1.1848 |
Largest Winning Trade | 306455 | 306455 | 52638 | 85546921 | 85546921 | 28880635 |
Largest Losing Trade | -40969 | -37070 | -40969 | -10713361 | -10713361 | -10475513 |
Avg Bars in Trades | 104 | 119 | 88 | 104 | 119 | 88 |
Avg Bars in Winners | 129 | 149 | 113 | 129 | 149 | 113 |
Avg Bars in Losers | 70 | 87 | 49 | 70 | 87 | 49 |
Bars Traded | 9686 | 5509 | 4177 | 9686 | 5509 | 4177 |
Profit Streak | 125.5507 | 125.5507 | 203.5507 | 125.5507 | 125.5507 | 203.5507 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383919 | -64364 | -213072 | 628222 | 610204 | 483909 |
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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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