Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1533311.359 | 1382895.3013 | 150416.0577 | 18879603.1577 | 14741595.8643 | 4138007.2934 |
Total P&L (%) | 1533.3114 | 1382.8953 | 150.4161 | 18879.6032 | 14741.5959 | 4138.0073 |
Avg Daily Profit (%) | 0.7005 | 0.6317 | 0.0687 | 0.2399 | 0.2287 | 0.1713 |
Buy And Hold Return (%) | 538.3646 | 538.3646 | 538.3646 | 538.3646 | 538.3646 | 538.3646 |
Max Trade Drawdown | -121256 | -48032 | -73223 | -8892910 | -6743447 | -2518897 |
Profit Factor | 4.7514 | 6.8269 | 1.8776 | 2.3028 | 2.4949 | 1.8937 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 45.4545 | 39.3939 | 51.5152 | 45.4545 | 39.3939 | 51.5152 |
Ratio Avg Win / Avg Loss | 5.7017 | 10.503 | 1.7671 | 2.7634 | 3.8382 | 1.7823 |
Largest Winning Trade | 755882 | 755882 | 67139 | 14440818 | 14440818 | 2294103 |
Largest Losing Trade | -53956 | -45000 | -53956 | -3629255 | -3629255 | -2518897 |
Avg Bars in Trades | 97 | 86 | 108 | 97 | 86 | 108 |
Avg Bars in Winners | 137 | 136 | 138 | 137 | 136 | 138 |
Avg Bars in Losers | 63 | 53 | 76 | 63 | 53 | 76 |
Bars Traded | 6420 | 2847 | 3573 | 6420 | 2847 | 3573 |
Profit Streak | 77.3837 | 118.0504 | 77.3837 | 77.3837 | 118.0504 | 77.3837 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112899 | 474356 | -262670 | -116817 | 340305 | 436214 |
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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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