Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202434.7183 | 1091391.818 | 111042.9002 | 4294769.9626 | 558747.9796 | 3736021.983 |
Total P&L (%) | 1202.4347 | 1091.3918 | 111.0429 | 4294.77 | 558.748 | 3736.022 |
Avg Daily Profit (%) | 0.5772 | 0.5239 | 0.0533 | 0.1817 | 0.0905 | 0.1752 |
Buy And Hold Return (%) | 258.336 | 258.336 | 258.336 | 258.336 | 258.336 | 258.336 |
Max Trade Drawdown | -132118 | -77376 | -96418 | -15173462 | -8459789 | -8760505 |
Profit Factor | 2.6739 | 3.946 | 1.3192 | 1.1471 | 1.0377 | 1.2595 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 43 | 28 | 15 | 43 | 28 | 15 |
Profitability (%) | 56.1224 | 42.8571 | 69.3878 | 56.1224 | 42.8571 | 69.3878 |
Ratio Avg Win / Avg Loss | 2.0905 | 5.2614 | 0.582 | 0.8968 | 1.3837 | 0.5557 |
Largest Winning Trade | 553436 | 553436 | 57388 | 6133517 | 6133517 | 3954480 |
Largest Losing Trade | -48935 | -34947 | -48935 | -5720726 | -3385026 | -5720726 |
Avg Bars in Trades | 252 | 215 | 289 | 252 | 215 | 289 |
Avg Bars in Winners | 262 | 241 | 275 | 262 | 241 | 275 |
Avg Bars in Losers | 238 | 195 | 320 | 238 | 195 | 320 |
Bars Traded | 24710 | 10541 | 14169 | 24710 | 10541 | 14169 |
Profit Streak | 14.0528 | 0 | 84.2194 | 14.0528 | 0 | 84.2194 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589407 | 472460 | -285007 | -50864 | -259173 | 358914 |
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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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