Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678141.8679 | 589499.2231 | 88642.6448 | 4717585.5222 | 4686562.6525 | 31022.8698 |
Total P&L (%) | 678.1419 | 589.4992 | 88.6426 | 4717.5855 | 4686.5627 | 31.0229 |
Avg Daily Profit (%) | 0.2713 | 0.2359 | 0.0355 | 0.1552 | 0.1549 | 0.0108 |
Buy And Hold Return (%) | 754.1752 | 754.1752 | 754.1752 | 754.1752 | 754.1752 | 754.1752 |
Max Trade Drawdown | -72911 | -29119 | -57231 | -1489372 | -472110 | -1219880 |
Profit Factor | 3.4139 | 5.9811 | 1.5452 | 2.3193 | 4.3203 | 1.0143 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 46.6667 | 51.3514 | 42.1053 | 46.6667 | 51.3514 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.9016 | 5.6663 | 2.1247 | 2.6507 | 4.0929 | 1.3947 |
Largest Winning Trade | 309419 | 309419 | 56871 | 3383578 | 3383578 | 710832 |
Largest Losing Trade | -26261 | -24990 | -26261 | -625817 | -414016 | -625817 |
Avg Bars in Trades | 187 | 326 | 51 | 187 | 326 | 51 |
Avg Bars in Winners | 230 | 365 | 69 | 230 | 365 | 69 |
Avg Bars in Losers | 149 | 284 | 38 | 149 | 284 | 38 |
Bars Traded | 14029 | 12069 | 1960 | 14029 | 12069 | 1960 |
Profit Streak | 323.5671 | 343.4004 | 323.5671 | 323.5671 | 343.4004 | 323.5671 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212209 | -148151 | -311071 | -50033 | 546921 | -551397 |
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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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