Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022458.1189 | 871180.1868 | 151277.9321 | 21640633.3698 | 20545508.5099 | 1095124.8599 |
Total P&L (%) | 1022.4581 | 871.1802 | 151.2779 | 21640.6334 | 20545.5085 | 1095.1249 |
Avg Daily Profit (%) | 0.4089 | 0.3484 | 0.0605 | 0.2155 | 0.2134 | 0.0993 |
Buy And Hold Return (%) | 870.2301 | 870.2301 | 870.2301 | 870.2301 | 870.2301 | 870.2301 |
Max Trade Drawdown | -65609 | -57274 | -61342 | -3347173 | -2257412 | -5124506 |
Profit Factor | 3.2972 | 5.2411 | 1.6312 | 2.248 | 3.9758 | 1.1049 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 56.6667 | 55.5556 | 57.7778 | 56.6667 | 55.5556 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.5214 | 4.1929 | 1.192 | 1.7191 | 3.1807 | 0.8075 |
Largest Winning Trade | 358167 | 358167 | 49738 | 10268349 | 10268349 | 4123513 |
Largest Losing Trade | -54239 | -20095 | -54239 | -3054191 | -1695015 | -3054191 |
Avg Bars in Trades | 51 | 52 | 49 | 51 | 52 | 49 |
Avg Bars in Winners | 62 | 63 | 60 | 62 | 63 | 60 |
Avg Bars in Losers | 36 | 39 | 33 | 36 | 39 | 33 |
Bars Traded | 4592 | 2369 | 2223 | 4592 | 2369 | 2223 |
Profit Streak | 164.4066 | 164.4066 | 174.9066 | 164.4066 | 164.4066 | 174.9066 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92741 | -146407 | -273897 | 537681 | 610150 | -250131 |
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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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