Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095011.0557 | 916677.537 | 178333.5187 | 46456833.4511 | 41396210.3027 | 5060623.1484 |
Total P&L (%) | 1095.0111 | 916.6775 | 178.3335 | 46456.8335 | 41396.2103 | 5060.6231 |
Avg Daily Profit (%) | 0.4379 | 0.3666 | 0.0713 | 0.246 | 0.2414 | 0.1578 |
Buy And Hold Return (%) | 836.6953 | 836.6953 | 836.6953 | 836.6953 | 836.6953 | 836.6953 |
Max Trade Drawdown | -79942 | -68575 | -34654 | -15864214 | -11658284 | -5325643 |
Profit Factor | 3.0706 | 4.1681 | 1.7446 | 2.2515 | 2.8687 | 1.338 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 45.7627 | 45.7627 | 45.7627 | 45.7627 | 45.7627 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.6392 | 4.94 | 2.0677 | 2.6684 | 3.4 | 1.5858 |
Largest Winning Trade | 355548 | 355548 | 49295 | 26780017 | 26780017 | 4780041 |
Largest Losing Trade | -28394 | -28394 | -23213 | -10242497 | -10242497 | -4205929 |
Avg Bars in Trades | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Winners | 86 | 84 | 88 | 86 | 84 | 88 |
Avg Bars in Losers | 39 | 41 | 38 | 39 | 41 | 38 |
Bars Traded | 7238 | 3613 | 3625 | 7238 | 3613 | 3625 |
Profit Streak | 164.4944 | 164.4944 | 177.8277 | 164.4944 | 164.4944 | 177.8277 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53712 | -296752 | -437150 | 460549 | -163493 | -168501 |
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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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