Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 914354.5649 | 776447.7792 | 137906.7857 | 19263209.752 | 18595066.9718 | 668142.7802 |
Total P&L (%) | 914.3546 | 776.4478 | 137.9068 | 19263.2098 | 18595.067 | 668.1428 |
Avg Daily Profit (%) | 0.3656 | 0.3105 | 0.0551 | 0.2108 | 0.2094 | 0.0816 |
Buy And Hold Return (%) | 854.8534 | 854.8534 | 854.8534 | 854.8534 | 854.8534 | 854.8534 |
Max Trade Drawdown | -71824 | -56447 | -49376 | -5307597 | -4045957 | -3421224 |
Profit Factor | 3.0327 | 4.3582 | 1.6309 | 1.9958 | 2.8581 | 1.0716 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 48.9796 | 48.9796 | 48.9796 | 48.9796 | 48.9796 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.1591 | 4.5398 | 1.6988 | 2.079 | 2.9772 | 1.1162 |
Largest Winning Trade | 318190 | 318190 | 45758 | 10982719 | 10982719 | 1513852 |
Largest Losing Trade | -25650 | -25650 | -24823 | -2429584 | -2429584 | -1564165 |
Avg Bars in Trades | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Winners | 102 | 97 | 107 | 102 | 97 | 107 |
Avg Bars in Losers | 45 | 45 | 46 | 45 | 45 | 46 |
Bars Traded | 7211 | 3467 | 3744 | 7211 | 3467 | 3744 |
Profit Streak | 172.6092 | 172.6092 | 181.9425 | 172.6092 | 172.6092 | 181.9425 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127601 | -148803 | -280909 | 475111 | 512721 | -390162 |
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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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