Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103945.9798 | 877769.27 | 226176.7097 | 85240647.5451 | 69133181.7853 | 16107465.7598 |
Total P&L (%) | 1103.946 | 877.7693 | 226.1767 | 85240.6475 | 69133.1818 | 16107.4658 |
Avg Daily Profit (%) | 0.4415 | 0.351 | 0.0905 | 0.2703 | 0.2619 | 0.2037 |
Buy And Hold Return (%) | 760.7037 | 760.7037 | 760.7037 | 760.7037 | 760.7037 | 760.7037 |
Max Trade Drawdown | -85177 | -45241 | -50932 | -22074796 | -14698667 | -8983036 |
Profit Factor | 3.693 | 5.2552 | 2.1106 | 3.1911 | 4.5194 | 1.8363 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 62.6263 | 57.1429 | 68 | 62.6263 | 57.1429 | 68 |
Ratio Avg Win / Avg Loss | 2.2039 | 3.9414 | 0.9932 | 1.9044 | 3.3896 | 0.8642 |
Largest Winning Trade | 334780 | 334780 | 43926 | 35408836 | 35408836 | 12122197 |
Largest Losing Trade | -50932 | -42724 | -50932 | -14698667 | -14698667 | -7589635 |
Avg Bars in Trades | 48 | 53 | 44 | 48 | 53 | 44 |
Avg Bars in Winners | 51 | 57 | 46 | 51 | 57 | 46 |
Avg Bars in Losers | 44 | 47 | 39 | 44 | 47 | 39 |
Bars Traded | 4842 | 2617 | 2225 | 4842 | 2617 | 2225 |
Profit Streak | 150.2216 | 158.2216 | 150.2216 | 150.2216 | 158.2216 | 150.2216 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5178 | -98602 | -413503 | 648719 | 647868 | -167983 |
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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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