Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919232.625 | 769904.7585 | 149327.8665 | 18301634.0247 | 15712452.304 | 2589181.7207 |
Total P&L (%) | 919.2326 | 769.9048 | 149.3279 | 18301.634 | 15712.4523 | 2589.1817 |
Avg Daily Profit (%) | 0.3675 | 0.3078 | 0.0597 | 0.2087 | 0.2027 | 0.1317 |
Buy And Hold Return (%) | 840.8693 | 840.8693 | 840.8693 | 840.8693 | 840.8693 | 840.8693 |
Max Trade Drawdown | -91331 | -69334 | -92096 | -802338 | -467849 | -809194 |
Profit Factor | 4.1917 | 6.3823 | 2.0301 | 8.9539 | 21.1209 | 2.7033 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 67.7419 | 67.7419 | 67.7419 | 67.7419 | 67.7419 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.996 | 3.0392 | 0.9667 | 4.2637 | 10.0576 | 1.2873 |
Largest Winning Trade | 287263 | 287263 | 55494 | 8283655 | 8283655 | 2083055 |
Largest Losing Trade | -68157 | -36621 | -68157 | -563129 | -241545 | -563129 |
Avg Bars in Trades | 77 | 126 | 28 | 77 | 126 | 28 |
Avg Bars in Winners | 76 | 121 | 31 | 76 | 121 | 31 |
Avg Bars in Losers | 80 | 137 | 23 | 80 | 137 | 23 |
Bars Traded | 4807 | 3918 | 889 | 4807 | 3918 | 889 |
Profit Streak | 229.1949 | 417.6949 | 229.1949 | 229.1949 | 417.6949 | 229.1949 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -274932 | -144653 | -274383 | -138179 | 728107 | -12263 |
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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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