Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1122659.9285 | 889846.6412 | 232813.2873 | 101759829.538 | 74975123.044 | 26784706.4939 |
Total P&L (%) | 1122.6599 | 889.8466 | 232.8133 | 101759.8295 | 74975.123 | 26784.7065 |
Avg Daily Profit (%) | 0.449 | 0.3559 | 0.0931 | 0.2774 | 0.2652 | 0.224 |
Buy And Hold Return (%) | 768.4697 | 768.4697 | 768.4697 | 768.4697 | 768.4697 | 768.4697 |
Max Trade Drawdown | -84490 | -83075 | -7584 | -7257012 | -7257012 | -219971 |
Profit Factor | 5.3221 | 5.1409 | 6.1901 | 9.2067 | 7.433 | 36.962 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 71.875 | 68.75 | 75 | 71.875 | 68.75 | 75 |
Ratio Avg Win / Avg Loss | 2.0826 | 2.3368 | 2.0634 | 3.6026 | 3.3786 | 12.3207 |
Largest Winning Trade | 298394 | 298394 | 43026 | 32836545 | 32836545 | 9655085 |
Largest Losing Trade | -53554 | -53554 | -21037 | -7257012 | -7257012 | -219971 |
Avg Bars in Trades | 113 | 191 | 34 | 113 | 191 | 34 |
Avg Bars in Winners | 95 | 162 | 34 | 95 | 162 | 34 |
Avg Bars in Losers | 157 | 255 | 35 | 157 | 255 | 35 |
Bars Traded | 7243 | 6137 | 1106 | 7243 | 6137 | 1106 |
Profit Streak | 123.6303 | 123.6303 | 390.9637 | 123.6303 | 123.6303 | 390.9637 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143501 | -96406 | -221336 | -122085 | 723130 | 768211 |
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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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