Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661523.3164 | 504361.4733 | 157161.8431 | 2781333.6185 | 2556080.5127 | 225253.1058 |
Total P&L (%) | 661.5233 | 504.3615 | 157.1618 | 2781.3336 | 2556.0805 | 225.2531 |
Avg Daily Profit (%) | 0.5318 | 0.4054 | 0.1263 | 0.2705 | 0.264 | 0.0949 |
Buy And Hold Return (%) | 145.3333 | 145.3333 | 145.3333 | 145.3333 | 145.3333 | 145.3333 |
Max Trade Drawdown | -142843 | -87825 | -78835 | -15645396 | -10544414 | -6421832 |
Profit Factor | 2.8909 | 3.4134 | 2.1157 | 1.1179 | 1.1963 | 1.0213 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 72.0588 | 70.5882 | 73.5294 | 72.0588 | 70.5882 | 73.5294 |
Ratio Avg Win / Avg Loss | 1.121 | 1.4223 | 0.7616 | 0.4335 | 0.4985 | 0.3677 |
Largest Winning Trade | 219628 | 219628 | 33330 | 6226022 | 6226022 | 2024404 |
Largest Losing Trade | -56079 | -42231 | -56079 | -5786648 | -5786648 | -5656395 |
Avg Bars in Trades | 103 | 158 | 48 | 103 | 158 | 48 |
Avg Bars in Winners | 99 | 150 | 50 | 99 | 150 | 50 |
Avg Bars in Losers | 113 | 175 | 44 | 113 | 175 | 44 |
Bars Traded | 7038 | 5376 | 1662 | 7038 | 5376 | 1662 |
Profit Streak | 78.6816 | 82.8482 | 78.6816 | 78.6816 | 82.8482 | 78.6816 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96126 | 566169 | -159978 | -193580 | 198490 | -271396 |
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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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