Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1663509.9832 | 1555092.103 | 108417.8802 | 137083046.9513 | 121923494.6906 | 15159552.2607 |
Total P&L (%) | 1663.51 | 1555.0921 | 108.4179 | 137083.047 | 121923.4947 | 15159.5523 |
Avg Daily Profit (%) | 0.8828 | 0.8253 | 0.0575 | 0.3841 | 0.3779 | 0.2672 |
Buy And Hold Return (%) | 10029.7327 | 10029.7327 | 10029.7327 | 10029.7327 | 10029.7327 | 10029.7327 |
Max Trade Drawdown | -86935 | -43184 | -67674 | -13421116 | -8122122 | -27257058 |
Profit Factor | 6.07 | 10.8657 | 1.6359 | 2.7283 | 5.3117 | 1.297 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Losing Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Profitability (%) | 46.4646 | 52 | 40.8163 | 46.4646 | 52 | 40.8163 |
Ratio Avg Win / Avg Loss | 6.9936 | 10.0299 | 2.3721 | 3.1434 | 4.9031 | 1.8807 |
Largest Winning Trade | 592505 | 592505 | 61781 | 33831819 | 33831819 | 26701569 |
Largest Losing Trade | -30250 | -25434 | -30250 | -10647234 | -5126557 | -10647234 |
Avg Bars in Trades | 54 | 56 | 51 | 54 | 56 | 51 |
Avg Bars in Winners | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Losers | 21 | 16 | 25 | 21 | 16 | 25 |
Bars Traded | 5363 | 2844 | 2519 | 5363 | 2844 | 2519 |
Profit Streak | 8.6442 | 95.9775 | 0 | 8.6442 | 95.9775 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144452 | -322458 | -282245 | 517535 | -160815 | -3832 |
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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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