Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061639.73 | 902634.6947 | 159005.0353 | 25228280.5201 | 21083133.6158 | 4145146.9043 |
Total P&L (%) | 1061.6397 | 902.6347 | 159.005 | 25228.2805 | 21083.1336 | 4145.1469 |
Avg Daily Profit (%) | 0.4246 | 0.361 | 0.0636 | 0.2216 | 0.2144 | 0.15 |
Buy And Hold Return (%) | 763.5931 | 763.5931 | 763.5931 | 763.5931 | 763.5931 | 763.5931 |
Max Trade Drawdown | -87582 | -70657 | -42945 | -4698042 | -3376339 | -2957516 |
Profit Factor | 3.0761 | 4.1256 | 1.7144 | 2.5815 | 3.2904 | 1.6143 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 51.4286 | 50 | 52.8302 | 51.4286 | 50 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.9052 | 4.1256 | 1.5307 | 2.438 | 3.2904 | 1.4414 |
Largest Winning Trade | 328308 | 328308 | 49461 | 11668749 | 11668749 | 2420857 |
Largest Losing Trade | -41426 | -37440 | -41426 | -2590118 | -2590118 | -1480803 |
Avg Bars in Trades | 45 | 53 | 36 | 45 | 53 | 36 |
Avg Bars in Winners | 59 | 66 | 53 | 59 | 66 | 53 |
Avg Bars in Losers | 29 | 40 | 17 | 29 | 40 | 17 |
Bars Traded | 4730 | 2782 | 1948 | 4730 | 2782 | 1948 |
Profit Streak | 132.3849 | 132.3849 | 132.8849 | 132.3849 | 132.3849 | 132.8849 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26694 | -272047 | -449278 | 538564 | -165035 | -170221 |
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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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