Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016239.7577 | 847187.2702 | 169052.4875 | 35329192.0808 | 30748421.8612 | 4580770.2197 |
Total P&L (%) | 1016.2398 | 847.1873 | 169.0525 | 35329.1921 | 30748.4219 | 4580.7702 |
Avg Daily Profit (%) | 0.4064 | 0.3388 | 0.0676 | 0.2351 | 0.2295 | 0.1539 |
Buy And Hold Return (%) | 849.5077 | 849.5077 | 849.5077 | 849.5077 | 849.5077 | 849.5077 |
Max Trade Drawdown | -55524 | -56532 | -36946 | -9240346 | -6181316 | -3286852 |
Profit Factor | 3.2538 | 4.5795 | 1.7892 | 2.5523 | 3.6018 | 1.4187 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 51.0204 | 51.0204 | 51.0204 | 51.0204 | 51.0204 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.1237 | 4.3963 | 1.7176 | 2.4502 | 3.4577 | 1.3619 |
Largest Winning Trade | 342948 | 342948 | 51345 | 16659927 | 16659927 | 4703282 |
Largest Losing Trade | -30821 | -30821 | -25804 | -3742361 | -3742361 | -3059029 |
Avg Bars in Trades | 73 | 72 | 75 | 73 | 72 | 75 |
Avg Bars in Winners | 102 | 101 | 103 | 102 | 101 | 103 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 7216 | 3535 | 3681 | 7216 | 3535 | 3681 |
Profit Streak | 175.5611 | 175.5611 | 189.5611 | 175.5611 | 175.5611 | 189.5611 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86889 | -147868 | -263454 | 540279 | 585268 | 322864 |
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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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