Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1063619.3176 | 873693.4784 | 189925.8392 | 47872689.8832 | 42659658.6108 | 5213031.2724 |
Total P&L (%) | 1063.6193 | 873.6935 | 189.9258 | 47872.6899 | 42659.6586 | 5213.0313 |
Avg Daily Profit (%) | 0.4254 | 0.3494 | 0.076 | 0.2472 | 0.2426 | 0.159 |
Buy And Hold Return (%) | 716.1372 | 716.1372 | 716.1372 | 716.1372 | 716.1372 | 716.1372 |
Max Trade Drawdown | -100060 | -78813 | -42578 | -11092057 | -6890675 | -5342102 |
Profit Factor | 3.813 | 4.7248 | 2.3231 | 3.1276 | 3.931 | 1.6561 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 54.321 | 55 | 53.6585 | 54.321 | 55 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.2064 | 3.8657 | 2.0063 | 2.6301 | 3.2162 | 1.4303 |
Largest Winning Trade | 315658 | 315658 | 57252 | 26448274 | 26448274 | 4152398 |
Largest Losing Trade | -46656 | -46656 | -42309 | -2949210 | -2949210 | -2346204 |
Avg Bars in Trades | 58 | 73 | 43 | 58 | 73 | 43 |
Avg Bars in Winners | 68 | 70 | 67 | 68 | 70 | 67 |
Avg Bars in Losers | 46 | 77 | 16 | 46 | 77 | 16 |
Bars Traded | 4738 | 2938 | 1800 | 4738 | 2938 | 1800 |
Profit Streak | 90.2701 | 127.2701 | 90.2701 | 90.2701 | 127.2701 | 90.2701 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12690 | -79179 | -251818 | -340 | 599607 | 388131 |
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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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