Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956578.7714 | 783438.2289 | 173140.5426 | 22776150.3515 | 17327007.5327 | 5449142.8188 |
Total P&L (%) | 956.5788 | 783.4382 | 173.1405 | 22776.1504 | 17327.0075 | 5449.1428 |
Avg Daily Profit (%) | 0.3827 | 0.3135 | 0.0693 | 0.2176 | 0.2067 | 0.1608 |
Buy And Hold Return (%) | 929.0556 | 929.0556 | 929.0556 | 929.0556 | 929.0556 | 929.0556 |
Max Trade Drawdown | -71793 | -62568 | -17013 | -5107676 | -3008165 | -2099510 |
Profit Factor | 3.7785 | 3.9297 | 3.2526 | 3.6541 | 4.1061 | 2.8146 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 61.5385 | 57.7778 | 65.2174 | 61.5385 | 57.7778 | 65.2174 |
Ratio Avg Win / Avg Loss | 2.3616 | 2.8717 | 1.7347 | 2.2838 | 3.0006 | 1.5011 |
Largest Winning Trade | 261353 | 261353 | 24558 | 8633383 | 8633383 | 3849442 |
Largest Losing Trade | -58735 | -58735 | -17013 | -2248120 | -2248120 | -1230508 |
Avg Bars in Trades | 148 | 261 | 38 | 148 | 261 | 38 |
Avg Bars in Winners | 108 | 181 | 46 | 108 | 181 | 46 |
Avg Bars in Losers | 211 | 370 | 23 | 211 | 370 | 23 |
Bars Traded | 13502 | 11746 | 1755 | 13502 | 11746 | 1755 |
Profit Streak | 66.8007 | 68.4673 | 66.8007 | 66.8007 | 68.4673 | 66.8007 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137353 | -148127 | -257395 | 637390 | 607210 | 537245 |
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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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