Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991965.1209 | 785578.2254 | 206386.8955 | 65396011.8339 | 47708488.3883 | 17687523.4456 |
Total P&L (%) | 991.9651 | 785.5782 | 206.3869 | 65396.0118 | 47708.4884 | 17687.5234 |
Avg Daily Profit (%) | 0.3966 | 0.3141 | 0.0825 | 0.2596 | 0.247 | 0.2074 |
Buy And Hold Return (%) | 891.9592 | 891.9592 | 891.9592 | 891.9592 | 891.9592 | 891.9592 |
Max Trade Drawdown | -62795 | -64704 | -62795 | -2173537 | -1091918 | -2173537 |
Profit Factor | 4.304 | 5.8932 | 2.4775 | 10.4269 | 25.0089 | 4.5732 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 65.9091 | 70.4545 | 61.3636 | 65.9091 | 70.4545 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.2262 | 2.4713 | 1.5599 | 5.3932 | 10.4876 | 2.8794 |
Largest Winning Trade | 186363 | 186363 | 64337 | 19336499 | 19336499 | 9980742 |
Largest Losing Trade | -62795 | -34421 | -62795 | -2173537 | -631656 | -2173537 |
Avg Bars in Trades | 54 | 71 | 37 | 54 | 71 | 37 |
Avg Bars in Winners | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Losers | 47 | 91 | 14 | 47 | 91 | 14 |
Bars Traded | 4796 | 3132 | 1664 | 4796 | 3132 | 1664 |
Profit Streak | 121.0155 | 515.0155 | 121.0155 | 121.0155 | 515.0155 | 121.0155 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109931 | -144200 | -241343 | 757339 | 758969 | 650616 |
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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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