Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031125.4626 | 838959.1178 | 192166.3447 | 34907179.1149 | 31588880.9601 | 3318298.1548 |
Total P&L (%) | 1031.1255 | 838.9591 | 192.1663 | 34907.1791 | 31588.881 | 3318.2982 |
Avg Daily Profit (%) | 0.4124 | 0.3355 | 0.0769 | 0.2346 | 0.2306 | 0.1414 |
Buy And Hold Return (%) | 679.9616 | 679.9616 | 679.9616 | 679.9616 | 679.9616 | 679.9616 |
Max Trade Drawdown | -86852 | -46190 | -73588 | -9102679 | -3135680 | -9314179 |
Profit Factor | 3.715 | 5.856 | 1.9283 | 2.8495 | 5.799 | 1.27 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 53.8462 | 51.1111 | 56.5217 | 53.8462 | 51.1111 | 56.5217 |
Ratio Avg Win / Avg Loss | 3.1843 | 5.6014 | 1.4833 | 2.4425 | 5.5469 | 0.9769 |
Largest Winning Trade | 346728 | 346728 | 48001 | 12374401 | 12374401 | 3544154 |
Largest Losing Trade | -73588 | -14792 | -73588 | -8689025 | -3135680 | -8689025 |
Avg Bars in Trades | 80 | 81 | 79 | 80 | 81 | 79 |
Avg Bars in Winners | 94 | 98 | 91 | 94 | 98 | 91 |
Avg Bars in Losers | 63 | 62 | 63 | 63 | 62 | 63 |
Bars Traded | 7292 | 3648 | 3644 | 7292 | 3648 | 3644 |
Profit Streak | 176.3138 | 176.3138 | 251.6472 | 176.3138 | 176.3138 | 251.6472 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314841 | -74231 | -251264 | 573310 | 642946 | -4834 |
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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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