Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201557.0889 | 989597.0601 | 211960.0288 | 77496589.6413 | 63813585.652 | 13683003.9893 |
Total P&L (%) | 1201.5571 | 989.5971 | 211.96 | 77496.5896 | 63813.5857 | 13683.004 |
Avg Daily Profit (%) | 0.4806 | 0.3958 | 0.0848 | 0.2665 | 0.2587 | 0.1972 |
Buy And Hold Return (%) | 732.6897 | 732.6897 | 732.6897 | 732.6897 | 732.6897 | 732.6897 |
Max Trade Drawdown | -106181 | -68078 | -72633 | -19153889 | -6909058 | -14329374 |
Profit Factor | 3.9395 | 6.5858 | 1.9152 | 3.3312 | 5.5845 | 1.7081 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 52.7473 | 53.3333 | 52.1739 | 52.7473 | 53.3333 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.5291 | 5.7626 | 1.7556 | 2.9842 | 4.8864 | 1.5658 |
Largest Winning Trade | 381049 | 381049 | 56241 | 28039478 | 28039478 | 5933940 |
Largest Losing Trade | -55678 | -38278 | -55678 | -10573873 | -3542973 | -10573873 |
Avg Bars in Trades | 106 | 122 | 91 | 106 | 122 | 91 |
Avg Bars in Winners | 137 | 134 | 140 | 137 | 134 | 140 |
Avg Bars in Losers | 71 | 107 | 37 | 71 | 107 | 37 |
Bars Traded | 9685 | 5492 | 4193 | 9685 | 5492 | 4193 |
Profit Streak | 424.2303 | 435.9803 | 424.2303 | 424.2303 | 435.9803 | 424.2303 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366997 | -36577 | -240189 | 612209 | 670916 | 466702 |
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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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