Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557218.0597 | 452381.7048 | 104836.3549 | 4739882.566 | 668524.2124 | 4071358.3537 |
Total P&L (%) | 557.2181 | 452.3817 | 104.8364 | 4739.8826 | 668.5242 | 4071.3584 |
Avg Daily Profit (%) | 0.2565 | 0.2083 | 0.0483 | 0.1788 | 0.0939 | 0.1719 |
Buy And Hold Return (%) | 570.7453 | 570.7453 | 570.7453 | 570.7453 | 570.7453 | 570.7453 |
Max Trade Drawdown | -68175 | -59949 | -31071 | -7937944 | -7735901 | -413474 |
Profit Factor | 3.278 | 3.726 | 2.3328 | 1.3298 | 1.051 | 4.217 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Losing Trades | 16 | 6 | 10 | 16 | 6 | 10 |
Profitability (%) | 79.2208 | 84.2105 | 74.359 | 79.2208 | 84.2105 | 74.359 |
Ratio Avg Win / Avg Loss | 0.8598 | 0.6986 | 0.8044 | 0.3488 | 0.1971 | 1.4542 |
Largest Winning Trade | 80539 | 80539 | 14378 | 2327437 | 2327437 | 984294 |
Largest Losing Trade | -59949 | -59949 | -18644 | -7524469 | -7524469 | -413474 |
Avg Bars in Trades | 70 | 139 | 3 | 70 | 139 | 3 |
Avg Bars in Winners | 33 | 62 | 3 | 33 | 62 | 3 |
Avg Bars in Losers | 211 | 553 | 6 | 211 | 553 | 6 |
Bars Traded | 5459 | 5307 | 152 | 5459 | 5307 | 152 |
Profit Streak | 147.7152 | 150.0485 | 147.7152 | 147.7152 | 150.0485 | 147.7152 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195017 | -149117 | -288534 | -34794 | -340829 | 645722 |
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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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