Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082325.2011 | 920925.8522 | 161399.3489 | 29607943.7765 | 28930762.3131 | 677181.4634 |
Total P&L (%) | 1082.3252 | 920.9259 | 161.3993 | 29607.9438 | 28930.7623 | 677.1815 |
Avg Daily Profit (%) | 0.4329 | 0.3683 | 0.0646 | 0.228 | 0.2271 | 0.082 |
Buy And Hold Return (%) | 731.2142 | 731.2142 | 731.2142 | 731.2142 | 731.2142 | 731.2142 |
Max Trade Drawdown | -105060 | -86572 | -50508 | -8339360 | -4112921 | -9849525 |
Profit Factor | 3.1965 | 4.1275 | 1.814 | 2.1915 | 3.3211 | 1.0547 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 57.3034 | 59.0909 | 55.5556 | 57.3034 | 59.0909 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.3817 | 2.8575 | 1.4512 | 1.6329 | 2.2992 | 0.8437 |
Largest Winning Trade | 359400 | 359400 | 62758 | 21037239 | 21037239 | 3348011 |
Largest Losing Trade | -49179 | -49179 | -33562 | -8089364 | -2354121 | -8089364 |
Avg Bars in Trades | 79 | 96 | 63 | 79 | 96 | 63 |
Avg Bars in Winners | 91 | 99 | 83 | 91 | 99 | 83 |
Avg Bars in Losers | 64 | 92 | 38 | 64 | 92 | 38 |
Bars Traded | 7116 | 4251 | 2865 | 7116 | 4251 | 2865 |
Profit Streak | 145.8151 | 145.8151 | 243.1485 | 145.8151 | 145.8151 | 243.1485 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 82197 | -66619 | -268046 | 539369 | 591418 | -408689 |
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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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