Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1047976.8703 | 891715.8269 | 156261.0434 | 23566775.3266 | 23128420.4652 | 438354.8614 |
Total P&L (%) | 1047.9769 | 891.7158 | 156.261 | 23566.7753 | 23128.4205 | 438.3549 |
Avg Daily Profit (%) | 0.4191 | 0.3566 | 0.0625 | 0.2189 | 0.2181 | 0.0673 |
Buy And Hold Return (%) | 735.178 | 735.178 | 735.178 | 735.178 | 735.178 | 735.178 |
Max Trade Drawdown | -113403 | -83764 | -39842 | -20135324 | -12859841 | -7512664 |
Profit Factor | 2.9105 | 3.7497 | 1.6968 | 1.6165 | 1.9308 | 1.0328 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 49.5727 | 41.3793 | 57.6271 | 49.5727 | 41.3793 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.9607 | 5.3121 | 1.2477 | 1.6444 | 2.7353 | 0.7594 |
Largest Winning Trade | 319820 | 319820 | 61636 | 19898090 | 19898090 | 3480501 |
Largest Losing Trade | -38352 | -38352 | -24812 | -7495066 | -7495066 | -6236721 |
Avg Bars in Trades | 62 | 70 | 54 | 62 | 70 | 54 |
Avg Bars in Winners | 78 | 94 | 67 | 78 | 94 | 67 |
Avg Bars in Losers | 46 | 52 | 37 | 46 | 52 | 37 |
Bars Traded | 7301 | 4063 | 3238 | 7301 | 4063 | 3238 |
Profit Streak | 79.9976 | 80.3309 | 79.9976 | 79.9976 | 80.3309 | 79.9976 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -16832 | -266129 | -448285 | 445197 | -170990 | -630074 |
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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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