Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212762.2421 | 992951.3671 | 219810.875 | 94922913.4298 | 77181721.6237 | 17741191.8061 |
Total P&L (%) | 1212.7622 | 992.9514 | 219.8109 | 94922.9134 | 77181.7216 | 17741.1918 |
Avg Daily Profit (%) | 0.485 | 0.3971 | 0.0879 | 0.2746 | 0.2663 | 0.2075 |
Buy And Hold Return (%) | 816.7404 | 816.7404 | 816.7404 | 816.7404 | 816.7404 | 816.7404 |
Max Trade Drawdown | -99576 | -88375 | -49649 | -13158186 | -13158186 | -10250387 |
Profit Factor | 3.7163 | 5.2228 | 2.0401 | 3.3349 | 4.2022 | 2.0719 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 55.4348 | 52.1739 | 58.6957 | 55.4348 | 52.1739 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.9876 | 4.7876 | 1.4356 | 2.681 | 3.852 | 1.458 |
Largest Winning Trade | 317640 | 317640 | 61318 | 41369051 | 41369051 | 8894843 |
Largest Losing Trade | -49649 | -38000 | -49649 | -13158186 | -13158186 | -9525729 |
Avg Bars in Trades | 52 | 56 | 48 | 52 | 56 | 48 |
Avg Bars in Winners | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Losers | 35 | 46 | 23 | 35 | 46 | 23 |
Bars Traded | 4819 | 2595 | 2224 | 4819 | 2595 | 2224 |
Profit Streak | 174.6297 | 174.6297 | 250.6297 | 174.6297 | 174.6297 | 250.6297 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 171441 | -79650 | -236031 | 626852 | 616997 | 486237 |
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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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