Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159524.8312 | 944029.7362 | 215495.095 | 103033041.2259 | 96422322.967 | 6610718.2588 |
Total P&L (%) | 1159.5248 | 944.0297 | 215.4951 | 103033.0412 | 96422.323 | 6610.7183 |
Avg Daily Profit (%) | 0.4637 | 0.3776 | 0.0862 | 0.2779 | 0.2752 | 0.1684 |
Buy And Hold Return (%) | 696.4874 | 696.4874 | 696.4874 | 696.4874 | 696.4874 | 696.4874 |
Max Trade Drawdown | -71866 | -47637 | -51828 | -21558635 | -8199409 | -25883160 |
Profit Factor | 3.9368 | 6.2062 | 2.0093 | 2.8652 | 5.4927 | 1.1957 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 53.1915 | 53.1915 | 53.1915 | 53.1915 | 53.1915 | 53.1915 |
Ratio Avg Win / Avg Loss | 3.4644 | 5.4615 | 1.7682 | 2.5214 | 4.8336 | 1.0522 |
Largest Winning Trade | 356256 | 356256 | 50524 | 57404480 | 57404480 | 10830423 |
Largest Losing Trade | -29324 | -25342 | -29324 | -21558635 | -8199409 | -21558635 |
Avg Bars in Trades | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Winners | 104 | 102 | 107 | 104 | 102 | 107 |
Avg Bars in Losers | 48 | 59 | 37 | 48 | 59 | 37 |
Bars Traded | 7383 | 3873 | 3509 | 7383 | 3873 | 3509 |
Profit Streak | 171.1273 | 171.1273 | 246.7939 | 171.1273 | 171.1273 | 246.7939 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369332 | -35657 | -237978 | 584960 | 658804 | 158482 |
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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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