Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710917.2887 | 618111.2728 | 92806.016 | 4460622.2776 | 3760395.3089 | 700226.9687 |
Total P&L (%) | 710.9173 | 618.1113 | 92.806 | 4460.6223 | 3760.3953 | 700.227 |
Avg Daily Profit (%) | 0.2844 | 0.2473 | 0.0371 | 0.153 | 0.1463 | 0.0832 |
Buy And Hold Return (%) | 666.5499 | 666.5499 | 666.5499 | 666.5499 | 666.5499 | 666.5499 |
Max Trade Drawdown | -83123 | -79780 | -42004 | -1448825 | -1018870 | -720858 |
Profit Factor | 2.7075 | 2.9904 | 1.8771 | 2.0968 | 2.4195 | 1.4938 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 62.069 | 53.4884 | 70.4545 | 62.069 | 53.4884 | 70.4545 |
Ratio Avg Win / Avg Loss | 1.6546 | 2.6003 | 0.7872 | 1.2814 | 2.1039 | 0.6265 |
Largest Winning Trade | 183848 | 183848 | 17146 | 1297569 | 1297569 | 546722 |
Largest Losing Trade | -54614 | -54614 | -20373 | -880688 | -880688 | -313670 |
Avg Bars in Trades | 158 | 290 | 30 | 158 | 290 | 30 |
Avg Bars in Winners | 128 | 259 | 32 | 128 | 259 | 32 |
Avg Bars in Losers | 207 | 325 | 26 | 207 | 325 | 26 |
Bars Traded | 13809 | 12474 | 1334 | 13809 | 12474 | 1334 |
Profit Streak | 76.7457 | 79.7457 | 76.7457 | 76.7457 | 79.7457 | 76.7457 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127650 | -150158 | -304615 | 496801 | 281545 | -228177 |
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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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