Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145067.1925 | 906576.3411 | 238490.8514 | 104336273.4178 | 87939849.3093 | 16396424.1084 |
Total P&L (%) | 1145.0672 | 906.5763 | 238.4909 | 104336.2734 | 87939.8493 | 16396.4241 |
Avg Daily Profit (%) | 0.458 | 0.3626 | 0.0954 | 0.2784 | 0.2715 | 0.2044 |
Buy And Hold Return (%) | 741.5378 | 741.5378 | 741.5378 | 741.5378 | 741.5378 | 741.5378 |
Max Trade Drawdown | -69388 | -78231 | -59814 | -20636717 | -18025048 | -15579003 |
Profit Factor | 3.4859 | 4.6662 | 2.1178 | 3.1515 | 4.2745 | 1.7578 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 55.0459 | 55.5556 | 54.5455 | 55.0459 | 55.5556 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.8468 | 3.733 | 1.7649 | 2.5738 | 3.4196 | 1.4648 |
Largest Winning Trade | 248357 | 248357 | 50567 | 45221540 | 45221540 | 12275353 |
Largest Losing Trade | -42884 | -38506 | -42884 | -14823843 | -9267292 | -14823843 |
Avg Bars in Trades | 66 | 76 | 57 | 66 | 76 | 57 |
Avg Bars in Winners | 75 | 82 | 68 | 75 | 82 | 68 |
Avg Bars in Losers | 56 | 68 | 44 | 56 | 68 | 44 |
Bars Traded | 7290 | 4106 | 3184 | 7290 | 4106 | 3184 |
Profit Streak | 110.5987 | 157.9321 | 110.5987 | 110.5987 | 157.9321 | 110.5987 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335408 | -257541 | -405886 | 614325 | -162070 | -168211 |
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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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