Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062704.4961 | 912655.9768 | 150048.5193 | 8913042.0713 | 13352946.1949 | -4439904.1236 |
Total P&L (%) | 1062.7045 | 912.656 | 150.0485 | 8913.0421 | 13352.9462 | -4439.9041 |
Avg Daily Profit (%) | 0.5837 | 0.5013 | 0.0824 | 0.2476 | 0.2696 | 0 |
Buy And Hold Return (%) | 430.1756 | 430.1756 | 430.1756 | 430.1756 | 430.1756 | 430.1756 |
Max Trade Drawdown | -111897 | -95527 | -123922 | -9105122 | -6592339 | -9968227 |
Profit Factor | 2.2744 | 3.4951 | 1.3205 | 1.1878 | 1.715 | 0.8457 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 60.2837 | 56.338 | 64.2857 | 60.2837 | 56.338 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.4984 | 2.7087 | 0.7336 | 0.7826 | 1.3291 | 0.4698 |
Largest Winning Trade | 247219 | 247219 | 57395 | 3995010 | 3995010 | 1688850 |
Largest Losing Trade | -72036 | -56828 | -72036 | -7748262 | -4847439 | -7748262 |
Avg Bars in Trades | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Winners | 25 | 25 | 25 | 25 | 25 | 25 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 3621 | 1820 | 1801 | 3621 | 1820 | 1801 |
Profit Streak | 54.4764 | 54.4764 | 56.9764 | 54.4764 | 54.4764 | 56.9764 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 512475 | -73376 | -341215 | -3687 | -73825 | -671848 |
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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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