Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 941566.3502 | 802836.1456 | 138730.2046 | 16165062.3069 | 13413358.4526 | 2751703.8543 |
Total P&L (%) | 941.5664 | 802.8361 | 138.7302 | 16165.0623 | 13413.3585 | 2751.7039 |
Avg Daily Profit (%) | 0.3764 | 0.3209 | 0.0555 | 0.2037 | 0.1963 | 0.134 |
Buy And Hold Return (%) | 815.6808 | 815.6808 | 815.6808 | 815.6808 | 815.6808 | 815.6808 |
Max Trade Drawdown | -85086 | -80318 | -62795 | -1084576 | -985771 | -720030 |
Profit Factor | 4.2487 | 5.8304 | 2.1222 | 7.3682 | 10.3701 | 3.4859 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 67.1642 | 67.6471 | 66.6667 | 67.1642 | 67.6471 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0772 | 2.7885 | 1.0611 | 3.6022 | 4.9596 | 1.743 |
Largest Winning Trade | 345754 | 345754 | 61338 | 6380029 | 6380029 | 1376871 |
Largest Losing Trade | -62795 | -41948 | -62795 | -720030 | -418981 | -720030 |
Avg Bars in Trades | 70 | 90 | 49 | 70 | 90 | 49 |
Avg Bars in Winners | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Losers | 77 | 121 | 34 | 77 | 121 | 34 |
Bars Traded | 4718 | 3087 | 1631 | 4718 | 3087 | 1631 |
Profit Streak | 523.2262 | 528.2262 | 523.2262 | 523.2262 | 528.2262 | 523.2262 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218281 | -144645 | -278208 | -100709 | 726901 | -6290 |
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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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