Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 933510.8954 | 808057.6187 | 125453.2767 | 9937384.7043 | 5634334.023 | 4303050.6813 |
Total P&L (%) | 933.5109 | 808.0576 | 125.4533 | 9937.3847 | 5634.334 | 4303.0507 |
Avg Daily Profit (%) | 0.5118 | 0.443 | 0.0688 | 0.253 | 0.2222 | 0.2077 |
Buy And Hold Return (%) | 871.7365 | 871.7365 | 871.7365 | 871.7365 | 871.7365 | 871.7365 |
Max Trade Drawdown | -92871 | -68825 | -73175 | -2392118 | -1870708 | -1931501 |
Profit Factor | 2.887 | 4.7379 | 1.4504 | 1.8575 | 2.111 | 1.6602 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 57.1429 | 57.8947 | 56.4103 | 57.1429 | 57.8947 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.1653 | 3.4458 | 1.1208 | 1.3931 | 1.5353 | 1.2829 |
Largest Winning Trade | 262497 | 262497 | 63498 | 3561216 | 2047725 | 3561216 |
Largest Losing Trade | -60947 | -32400 | -60947 | -1931501 | -996535 | -1931501 |
Avg Bars in Trades | 66 | 70 | 63 | 66 | 70 | 63 |
Avg Bars in Winners | 87 | 88 | 86 | 87 | 88 | 86 |
Avg Bars in Losers | 39 | 44 | 34 | 39 | 44 | 34 |
Bars Traded | 5145 | 2667 | 2479 | 5145 | 2667 | 2479 |
Profit Streak | 133.8204 | 421.1537 | 133.8204 | 133.8204 | 421.1537 | 133.8204 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171630 | -145629 | -264455 | -33209 | 515361 | 366027 |
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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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