Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2099935.1131 | 2002974.3426 | 96960.7706 | 29759081.702 | 20406681.7229 | 9352399.9791 |
Total P&L (%) | 2099.9351 | 2002.9743 | 96.9608 | 29759.0817 | 20406.6817 | 9352.4 |
Avg Daily Profit (%) | 0.9171 | 0.8748 | 0.0423 | 0.2492 | 0.2328 | 0.1989 |
Buy And Hold Return (%) | 7729.0974 | 7729.0974 | 7729.0974 | 7729.0974 | 7729.0974 | 7729.0974 |
Max Trade Drawdown | -131279 | -56785 | -97790 | -5434432 | -5434432 | -538098 |
Profit Factor | 5.459 | 8.7456 | 1.4566 | 3.3445 | 2.9662 | 5.041 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 59.2593 | 60 | 58.5366 | 59.2593 | 60 | 58.5366 |
Ratio Avg Win / Avg Loss | 3.7531 | 5.8304 | 1.0318 | 2.2994 | 1.9775 | 3.5707 |
Largest Winning Trade | 1040050 | 1040050 | 58888 | 11376113 | 11376113 | 3831340 |
Largest Losing Trade | -88518 | -34418 | -88518 | -5434432 | -5434432 | -438277 |
Avg Bars in Trades | 109 | 131 | 87 | 109 | 131 | 87 |
Avg Bars in Winners | 139 | 168 | 111 | 139 | 168 | 111 |
Avg Bars in Losers | 65 | 75 | 55 | 65 | 75 | 55 |
Bars Traded | 8856 | 5250 | 3606 | 8856 | 5250 | 3606 |
Profit Streak | 157.1881 | 243.6881 | 157.1881 | 157.1881 | 243.6881 | 157.1881 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157736 | -141293 | -298586 | -860 | 477950 | -82088 |
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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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