Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150643.1727 | 933655.7835 | 216987.3892 | 70724034.5404 | 57213709.9449 | 13510324.5955 |
Total P&L (%) | 1150.6432 | 933.6558 | 216.9874 | 70724.0345 | 57213.7099 | 13510.3246 |
Avg Daily Profit (%) | 0.4602 | 0.3734 | 0.0868 | 0.2628 | 0.2543 | 0.1967 |
Buy And Hold Return (%) | 722.1362 | 722.1362 | 722.1362 | 722.1362 | 722.1362 | 722.1362 |
Max Trade Drawdown | -58671 | -58272 | -42087 | -19287285 | -12773904 | -6513380 |
Profit Factor | 3.4371 | 4.6073 | 2.0172 | 2.631 | 3.1021 | 1.8369 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 53.6082 | 52.0833 | 55.102 | 53.6082 | 52.0833 | 55.102 |
Ratio Avg Win / Avg Loss | 2.9744 | 4.2388 | 1.6437 | 2.2769 | 2.8539 | 1.4967 |
Largest Winning Trade | 337351 | 337351 | 45702 | 30293571 | 30293571 | 8172085 |
Largest Losing Trade | -42087 | -32220 | -42087 | -12646451 | -12646451 | -5843587 |
Avg Bars in Trades | 75 | 82 | 67 | 75 | 82 | 67 |
Avg Bars in Winners | 92 | 102 | 83 | 92 | 102 | 83 |
Avg Bars in Losers | 55 | 61 | 48 | 55 | 61 | 48 |
Bars Traded | 7300 | 3970 | 3329 | 7300 | 3970 | 3329 |
Profit Streak | 126.173 | 126.173 | 131.5063 | 126.173 | 126.173 | 131.5063 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335270 | -56698 | -237321 | 564126 | 552762 | 435641 |
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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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