Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1058417.7654 | 871073.1082 | 187344.6572 | 33939939.3879 | 29221430.2143 | 4718509.1736 |
Total P&L (%) | 1058.4178 | 871.0731 | 187.3447 | 33939.9394 | 29221.4302 | 4718.5092 |
Avg Daily Profit (%) | 0.4233 | 0.3484 | 0.0749 | 0.2334 | 0.2274 | 0.1551 |
Buy And Hold Return (%) | 837.4248 | 837.4248 | 837.4248 | 837.4248 | 837.4248 | 837.4248 |
Max Trade Drawdown | -87362 | -73163 | -53823 | -7123564 | -3407170 | -4481686 |
Profit Factor | 3.5207 | 4.7229 | 2.0077 | 3.3082 | 4.7472 | 1.6833 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 57.3034 | 61.3636 | 53.3333 | 57.3034 | 61.3636 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.6232 | 2.9737 | 1.7567 | 2.4649 | 2.989 | 1.4729 |
Largest Winning Trade | 346932 | 346932 | 53373 | 17522223 | 17522223 | 3231610 |
Largest Losing Trade | -48629 | -48629 | -37128 | -1663584 | -1663584 | -1507883 |
Avg Bars in Trades | 51 | 66 | 36 | 51 | 66 | 36 |
Avg Bars in Winners | 62 | 68 | 55 | 62 | 68 | 55 |
Avg Bars in Losers | 36 | 63 | 15 | 36 | 63 | 15 |
Bars Traded | 4574 | 2926 | 1648 | 4574 | 2926 | 1648 |
Profit Streak | 99.1672 | 136.6672 | 99.1672 | 99.1672 | 136.6672 | 99.1672 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64877 | -134278 | -253813 | 604476 | 647390 | 355664 |
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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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