Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1090034.3897 | 912762.585 | 177271.8047 | 35743835.5452 | 28974693.9755 | 6769141.5698 |
Total P&L (%) | 1090.0344 | 912.7626 | 177.2718 | 35743.8355 | 28974.694 | 6769.1416 |
Avg Daily Profit (%) | 0.436 | 0.3651 | 0.0709 | 0.2355 | 0.2271 | 0.1693 |
Buy And Hold Return (%) | 760.4711 | 760.4711 | 760.4711 | 760.4711 | 760.4711 | 760.4711 |
Max Trade Drawdown | -99707 | -87618 | -45378 | -2841310 | -2075368 | -1251885 |
Profit Factor | 3.2939 | 4.3439 | 1.8766 | 4.0884 | 5.1091 | 2.4969 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 56.701 | 58.3333 | 55.102 | 56.701 | 58.3333 | 55.102 |
Ratio Avg Win / Avg Loss | 2.5153 | 3.1028 | 1.5291 | 3.1221 | 3.6493 | 2.0345 |
Largest Winning Trade | 369761 | 369761 | 52087 | 18331894 | 18331894 | 4649945 |
Largest Losing Trade | -48220 | -48220 | -41366 | -1668111 | -1668111 | -994512 |
Avg Bars in Trades | 73 | 91 | 56 | 73 | 91 | 56 |
Avg Bars in Winners | 88 | 90 | 86 | 88 | 90 | 86 |
Avg Bars in Losers | 53 | 91 | 19 | 53 | 91 | 19 |
Bars Traded | 7114 | 4368 | 2746 | 7114 | 4368 | 2746 |
Profit Streak | 63.9944 | 136.9944 | 63.9944 | 63.9944 | 136.9944 | 63.9944 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12500 | -84583 | -259173 | 632440 | 657863 | 498650 |
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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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