Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980634.2449 | 811796.8326 | 168837.4123 | 18277812.1065 | 15228734.1347 | 3049077.9718 |
Total P&L (%) | 980.6342 | 811.7968 | 168.8374 | 18277.8121 | 15228.7341 | 3049.078 |
Avg Daily Profit (%) | 0.392 | 0.3245 | 0.0675 | 0.2086 | 0.2014 | 0.138 |
Buy And Hold Return (%) | 901.2094 | 901.2094 | 901.2094 | 901.2094 | 901.2094 | 901.2094 |
Max Trade Drawdown | -93338 | -83964 | -66791 | -2143975 | -1356533 | -1106620 |
Profit Factor | 3.3331 | 4.5286 | 1.8874 | 4.9196 | 6.9338 | 2.4542 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 56.6265 | 58.5366 | 54.7619 | 56.6265 | 58.5366 | 54.7619 |
Ratio Avg Win / Avg Loss | 2.553 | 3.2078 | 1.5592 | 3.7682 | 4.9114 | 2.0274 |
Largest Winning Trade | 342880 | 342880 | 46665 | 6842287 | 6842287 | 1567569 |
Largest Losing Trade | -66791 | -43181 | -66791 | -578079 | -578079 | -565216 |
Avg Bars in Trades | 83 | 108 | 58 | 83 | 108 | 58 |
Avg Bars in Winners | 109 | 121 | 98 | 109 | 121 | 98 |
Avg Bars in Losers | 48 | 91 | 9 | 48 | 91 | 9 |
Bars Traded | 6908 | 4458 | 2450 | 6908 | 4458 | 2450 |
Profit Streak | 440.3678 | 451.7012 | 440.3678 | 440.3678 | 451.7012 | 440.3678 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121296 | -146710 | -262997 | 606901 | 687383 | -4478 |
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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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