Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998913.1377 | 847606.8468 | 151306.2909 | 20121836.7358 | 13935431.2484 | 6186405.4874 |
Total P&L (%) | 998.9131 | 847.6068 | 151.3063 | 20121.8367 | 13935.4312 | 6186.4055 |
Avg Daily Profit (%) | 0.3997 | 0.3392 | 0.0605 | 0.2127 | 0.198 | 0.1658 |
Buy And Hold Return (%) | 713.0026 | 713.0026 | 713.0026 | 713.0026 | 713.0026 | 713.0026 |
Max Trade Drawdown | -164660 | -104689 | -62153 | -626829 | -497115 | -176038 |
Profit Factor | 3.9898 | 4.9006 | 2.2953 | 17.3604 | 18.3822 | 15.4473 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 62.3188 | 50 | 74.2857 | 62.3188 | 50 | 74.2857 |
Ratio Avg Win / Avg Loss | 2.4124 | 4.9006 | 0.7945 | 10.497 | 18.3822 | 5.3471 |
Largest Winning Trade | 318921 | 318921 | 43702 | 5766866 | 5766866 | 2238048 |
Largest Losing Trade | -50448 | -50448 | -28712 | -258716 | -258716 | -162431 |
Avg Bars in Trades | 204 | 328 | 84 | 204 | 328 | 84 |
Avg Bars in Winners | 192 | 352 | 87 | 192 | 352 | 87 |
Avg Bars in Losers | 224 | 303 | 74 | 224 | 303 | 74 |
Bars Traded | 14095 | 11155 | 2940 | 14095 | 11155 | 2940 |
Profit Streak | 109.7701 | 109.7701 | 387.1034 | 109.7701 | 109.7701 | 387.1034 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127274 | -89550 | -271750 | -86375 | 615390 | 748497 |
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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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