Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043743.2231 | 878977.5143 | 164765.7088 | 26239330.1366 | 21883616.4004 | 4355713.7362 |
Total P&L (%) | 1043.7432 | 878.9775 | 164.7657 | 26239.3301 | 21883.6164 | 4355.7137 |
Avg Daily Profit (%) | 0.4174 | 0.3515 | 0.0659 | 0.2232 | 0.2159 | 0.152 |
Buy And Hold Return (%) | 812.4989 | 812.4989 | 812.4989 | 812.4989 | 812.4989 | 812.4989 |
Max Trade Drawdown | -143240 | -74211 | -72688 | -5733811 | -2511568 | -3300343 |
Profit Factor | 3.3782 | 4.3157 | 1.9481 | 3.9067 | 5.2885 | 2.1099 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 57.9545 | 61.3636 | 54.5455 | 57.9545 | 61.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.4508 | 2.7173 | 1.6234 | 2.8343 | 3.3298 | 1.7583 |
Largest Winning Trade | 349559 | 349559 | 55654 | 11917961 | 11917961 | 2473976 |
Largest Losing Trade | -44800 | -44800 | -35686 | -1725059 | -919109 | -1725059 |
Avg Bars in Trades | 53 | 72 | 34 | 53 | 72 | 34 |
Avg Bars in Winners | 62 | 70 | 53 | 62 | 70 | 53 |
Avg Bars in Losers | 40 | 74 | 12 | 40 | 74 | 12 |
Bars Traded | 4697 | 3171 | 1526 | 4697 | 3171 | 1526 |
Profit Streak | 409.3003 | 409.3003 | 412.3003 | 409.3003 | 409.3003 | 412.3003 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58196 | -120825 | -265020 | 644741 | 685853 | 451897 |
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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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