Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974846.0794 | 819688.4098 | 155157.6696 | 17391042.4748 | 16566582.5495 | 824459.9253 |
Total P&L (%) | 974.8461 | 819.6884 | 155.1577 | 17391.0425 | 16566.5826 | 824.4599 |
Avg Daily Profit (%) | 0.3897 | 0.3277 | 0.062 | 0.2067 | 0.2047 | 0.089 |
Buy And Hold Return (%) | 861.4726 | 861.4726 | 861.4726 | 861.4726 | 861.4726 | 861.4726 |
Max Trade Drawdown | -76742 | -56828 | -78098 | -2599877 | -1497745 | -2892393 |
Profit Factor | 4.0193 | 7.9575 | 1.7567 | 2.8277 | 5.9288 | 1.134 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 66.6667 | 62.8571 | 70.5882 | 66.6667 | 62.8571 | 70.5882 |
Ratio Avg Win / Avg Loss | 2.0097 | 4.7022 | 0.7319 | 1.4138 | 3.5034 | 0.4725 |
Largest Winning Trade | 353238 | 353238 | 49102 | 7646758 | 7646758 | 1446426 |
Largest Losing Trade | -64314 | -47442 | -64314 | -2439195 | -1429409 | -2439195 |
Avg Bars in Trades | 105 | 115 | 95 | 105 | 115 | 95 |
Avg Bars in Winners | 112 | 121 | 104 | 112 | 121 | 104 |
Avg Bars in Losers | 91 | 105 | 74 | 91 | 105 | 74 |
Bars Traded | 7283 | 4040 | 3243 | 7283 | 4040 | 3243 |
Profit Streak | 176.8473 | 176.8473 | 200.5139 | 176.8473 | 176.8473 | 200.5139 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -210499 | -145107 | -271311 | -90019 | 704417 | -310376 |
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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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