Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 951955.038 | 764777.6242 | 187177.4138 | 32936946.3823 | 24938808.7888 | 7998137.5936 |
Total P&L (%) | 951.955 | 764.7776 | 187.1774 | 32936.9464 | 24938.8088 | 7998.1376 |
Avg Daily Profit (%) | 0.3793 | 0.3048 | 0.0746 | 0.2314 | 0.2203 | 0.1753 |
Buy And Hold Return (%) | 576.5324 | 576.5324 | 576.5324 | 576.5324 | 576.5324 | 576.5324 |
Max Trade Drawdown | -111453 | -80809 | -30643 | -2819413 | -1371902 | -1447510 |
Profit Factor | 3.8402 | 4.1329 | 3.0556 | 7.1333 | 9.028 | 4.5332 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 71.4286 | 73.6842 | 69.2308 | 71.4286 | 73.6842 | 69.2308 |
Ratio Avg Win / Avg Loss | 1.5361 | 1.476 | 1.358 | 2.8533 | 3.2243 | 2.0148 |
Largest Winning Trade | 254880 | 254880 | 27409 | 9726458 | 9726458 | 4459219 |
Largest Losing Trade | -51072 | -51072 | -16323 | -1447510 | -1371902 | -1447510 |
Avg Bars in Trades | 58 | 101 | 16 | 58 | 101 | 16 |
Avg Bars in Winners | 45 | 72 | 17 | 45 | 72 | 17 |
Avg Bars in Losers | 91 | 183 | 14 | 91 | 183 | 14 |
Bars Traded | 4506 | 3863 | 642 | 4506 | 3863 | 642 |
Profit Streak | 155.6331 | 164.6331 | 155.6331 | 155.6331 | 164.6331 | 155.6331 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34539 | -45165 | -250651 | -25005 | 748419 | 685239 |
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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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