Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094243.5185 | 890453.2901 | 203790.2284 | 64559809.9603 | 51315074.7282 | 13244735.2321 |
Total P&L (%) | 1094.2435 | 890.4533 | 203.7902 | 64559.81 | 51315.0747 | 13244.7352 |
Avg Daily Profit (%) | 0.4376 | 0.3561 | 0.0815 | 0.2592 | 0.25 | 0.1959 |
Buy And Hold Return (%) | 715.0485 | 715.0485 | 715.0485 | 715.0485 | 715.0485 | 715.0485 |
Max Trade Drawdown | -69946 | -46994 | -45329 | -7546911 | -4897266 | -4961308 |
Profit Factor | 3.3267 | 4.7328 | 1.8794 | 3.6749 | 4.7164 | 2.2825 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 52.2936 | 51.8519 | 52.7273 | 52.2936 | 51.8519 | 52.7273 |
Ratio Avg Win / Avg Loss | 3.0349 | 4.3948 | 1.6849 | 3.3525 | 4.3795 | 2.0463 |
Largest Winning Trade | 326485 | 326485 | 51345 | 21995263 | 21995263 | 3786975 |
Largest Losing Trade | -29167 | -23843 | -29167 | -3790686 | -3790686 | -2876459 |
Avg Bars in Trades | 67 | 68 | 65 | 67 | 68 | 65 |
Avg Bars in Winners | 87 | 91 | 84 | 87 | 91 | 84 |
Avg Bars in Losers | 44 | 43 | 44 | 44 | 43 | 44 |
Bars Traded | 7310 | 3697 | 3613 | 7310 | 3697 | 3613 |
Profit Streak | 73.521 | 76.521 | 73.521 | 73.521 | 76.521 | 73.521 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286646 | -251746 | -425487 | 609114 | -163205 | -166795 |
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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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