Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754160.2697 | 651388.2646 | 102772.0051 | 17260577.2956 | 15259322.8616 | 2001254.434 |
Total P&L (%) | 754.1603 | 651.3883 | 102.772 | 17260.5773 | 15259.3229 | 2001.2544 |
Avg Daily Profit (%) | 0.3068 | 0.265 | 0.0418 | 0.21 | 0.205 | 0.124 |
Buy And Hold Return (%) | 4358.2839 | 4358.2839 | 4358.2839 | 4358.2839 | 4358.2839 | 4358.2839 |
Max Trade Drawdown | -42103 | -34464 | -79840 | -6311027 | -5740368 | -4373764 |
Profit Factor | 3.4917 | 8.1778 | 1.485 | 1.8335 | 2.6517 | 1.1745 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Losing Trades | 23 | 9 | 14 | 23 | 9 | 14 |
Profitability (%) | 62.2951 | 70.9677 | 53.3333 | 62.2951 | 70.9677 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.1134 | 3.3455 | 1.2993 | 1.1098 | 1.0848 | 1.0277 |
Largest Winning Trade | 114713 | 114713 | 53295 | 6264756 | 6264756 | 3059761 |
Largest Losing Trade | -40500 | -34464 | -40500 | -5740368 | -5740368 | -4373764 |
Avg Bars in Trades | 74 | 67 | 81 | 74 | 67 | 81 |
Avg Bars in Winners | 75 | 73 | 79 | 75 | 73 | 79 |
Avg Bars in Losers | 71 | 54 | 83 | 71 | 54 | 83 |
Bars Traded | 4539 | 2103 | 2436 | 4539 | 2103 | 2436 |
Profit Streak | 205.9142 | 211.4142 | 205.9142 | 205.9142 | 211.4142 | 205.9142 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -313194 | -145002 | -300645 | -154812 | 468551 | -220498 |
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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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