Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002878.0633 | 840002.2751 | 162875.7882 | 28649156.8069 | 26773816.6769 | 1875340.1299 |
Total P&L (%) | 1002.8781 | 840.0023 | 162.8758 | 28649.1568 | 26773.8167 | 1875.3401 |
Avg Daily Profit (%) | 0.4012 | 0.336 | 0.0652 | 0.2267 | 0.224 | 0.1194 |
Buy And Hold Return (%) | 756.9601 | 756.9601 | 756.9601 | 756.9601 | 756.9601 | 756.9601 |
Max Trade Drawdown | -85203 | -57014 | -77159 | -8172181 | -1590411 | -9034812 |
Profit Factor | 3.333 | 5.3479 | 1.6882 | 2.4385 | 4.9557 | 1.1426 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 53.9326 | 52.2727 | 55.5556 | 53.9326 | 52.2727 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.8469 | 4.8828 | 1.3505 | 2.0829 | 4.5248 | 0.9141 |
Largest Winning Trade | 347304 | 347304 | 52898 | 11511837 | 11511837 | 3548022 |
Largest Losing Trade | -55452 | -20311 | -55452 | -6369667 | -1275856 | -6369667 |
Avg Bars in Trades | 105 | 102 | 107 | 105 | 102 | 107 |
Avg Bars in Winners | 138 | 133 | 142 | 138 | 133 | 142 |
Avg Bars in Losers | 66 | 69 | 63 | 66 | 69 | 63 |
Bars Traded | 9360 | 4524 | 4836 | 9360 | 4524 | 4836 |
Profit Streak | 169.9364 | 169.9364 | 243.6864 | 169.9364 | 169.9364 | 243.6864 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46417 | -113076 | -267466 | 542552 | 623746 | -100015 |
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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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