Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813120.1036 | 696126.4241 | 116993.6796 | 6747195.9811 | 5560726.5431 | 1186469.438 |
Total P&L (%) | 813.1201 | 696.1264 | 116.9937 | 6747.196 | 5560.7265 | 1186.4694 |
Avg Daily Profit (%) | 0.3251 | 0.2783 | 0.0468 | 0.1691 | 0.1615 | 0.1022 |
Buy And Hold Return (%) | 895.0511 | 895.0511 | 895.0511 | 895.0511 | 895.0511 | 895.0511 |
Max Trade Drawdown | -79960 | -77530 | -80533 | -854083 | -560578 | -359195 |
Profit Factor | 3.1567 | 4.3618 | 1.6884 | 5.5982 | 7.3195 | 3.0198 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 64 | 64.8649 | 63.1579 | 64 | 64.8649 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.7756 | 2.3626 | 0.9849 | 3.149 | 3.9647 | 1.7616 |
Largest Winning Trade | 336946 | 336946 | 41170 | 2505206 | 2505206 | 654418 |
Largest Losing Trade | -58456 | -42898 | -58456 | -375344 | -375344 | -200606 |
Avg Bars in Trades | 91 | 123 | 60 | 91 | 123 | 60 |
Avg Bars in Winners | 106 | 124 | 88 | 106 | 124 | 88 |
Avg Bars in Losers | 66 | 123 | 13 | 66 | 123 | 13 |
Bars Traded | 6887 | 4583 | 2304 | 6887 | 4583 | 2304 |
Profit Streak | 434.1243 | 445.4576 | 434.1243 | 434.1243 | 445.4576 | 434.1243 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208393 | -146436 | -292715 | -41747 | 684685 | -111774 |
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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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