Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993473.4047 | 826090.3973 | 167383.0074 | 23885483.2781 | 19145519.6681 | 4739963.61 |
Total P&L (%) | 993.4734 | 826.0904 | 167.383 | 23885.4833 | 19145.5197 | 4739.9636 |
Avg Daily Profit (%) | 0.3969 | 0.33 | 0.0669 | 0.2192 | 0.2104 | 0.1551 |
Buy And Hold Return (%) | 654.6196 | 654.6196 | 654.6196 | 654.6196 | 654.6196 | 654.6196 |
Max Trade Drawdown | -70765 | -71383 | -9668 | -434188 | -476315 | -63663 |
Profit Factor | 6.3532 | 6.27 | 6.805 | 29.6286 | 30.4754 | 26.652 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 73.6842 | 71.4286 | 75.8621 | 73.6842 | 71.4286 | 75.8621 |
Ratio Avg Win / Avg Loss | 2.269 | 2.508 | 2.1652 | 10.5816 | 12.1902 | 8.4802 |
Largest Winning Trade | 410096 | 410096 | 27796 | 9112972 | 9112972 | 2562955 |
Largest Losing Trade | -50009 | -50009 | -9668 | -315997 | -315997 | -63663 |
Avg Bars in Trades | 118 | 219 | 20 | 118 | 219 | 20 |
Avg Bars in Winners | 89 | 165 | 21 | 89 | 165 | 21 |
Avg Bars in Losers | 199 | 355 | 20 | 199 | 355 | 20 |
Bars Traded | 6761 | 6155 | 606 | 6761 | 6155 | 606 |
Profit Streak | 274.0335 | 559.7001 | 274.0335 | 274.0335 | 559.7001 | 274.0335 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166869 | -83517 | -255966 | -158283 | -254 | 759868 |
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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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