Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189026.8712 | 1034603.7359 | 154423.1353 | 15078802.647 | 13494592.2555 | 1584210.3915 |
Total P&L (%) | 1189.0269 | 1034.6037 | 154.4231 | 15078.8026 | 13494.5923 | 1584.2104 |
Avg Daily Profit (%) | 0.5392 | 0.4692 | 0.07 | 0.228 | 0.223 | 0.1281 |
Buy And Hold Return (%) | 351.2677 | 351.2677 | 351.2677 | 351.2677 | 351.2677 | 351.2677 |
Max Trade Drawdown | -71282 | -49251 | -49221 | -5767027 | -4537679 | -4335898 |
Profit Factor | 4.4346 | 6.5577 | 1.9649 | 1.7352 | 2.201 | 1.1708 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 40.2174 | 34.7826 | 45.6522 | 40.2174 | 34.7826 | 45.6522 |
Ratio Avg Win / Avg Loss | 6.592 | 12.2957 | 2.3392 | 2.5793 | 4.1269 | 1.3938 |
Largest Winning Trade | 534815 | 534815 | 62157 | 12992477 | 12992477 | 2619089 |
Largest Losing Trade | -48309 | -22060 | -48309 | -3681774 | -3170137 | -3681774 |
Avg Bars in Trades | 140 | 135 | 145 | 140 | 135 | 145 |
Avg Bars in Winners | 262 | 288 | 243 | 262 | 288 | 243 |
Avg Bars in Losers | 58 | 54 | 63 | 58 | 54 | 63 |
Bars Traded | 12936 | 6252 | 6684 | 12936 | 6252 | 6684 |
Profit Streak | 3.0496 | 3.0496 | 5.5496 | 3.0496 | 3.0496 | 5.5496 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408589 | 315414 | -262385 | 265232 | 197169 | -56839 |
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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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