Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911217.4907 | 806270.672 | 104946.8187 | 7880233.6029 | 7718586.2207 | 161647.3822 |
Total P&L (%) | 911.2175 | 806.2707 | 104.9468 | 7880.2336 | 7718.5862 | 161.6474 |
Avg Daily Profit (%) | 0.3646 | 0.3226 | 0.042 | 0.1754 | 0.1746 | 0.0385 |
Buy And Hold Return (%) | 674.0188 | 674.0188 | 674.0188 | 674.0188 | 674.0188 | 674.0188 |
Max Trade Drawdown | -107535 | -84947 | -53342 | -3129235 | -1988493 | -1954485 |
Profit Factor | 2.5573 | 3.8016 | 1.3529 | 2.09 | 3.0801 | 1.0459 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 52.3364 | 49.0566 | 55.5556 | 52.3364 | 49.0566 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.3289 | 3.9478 | 1.0823 | 1.9034 | 3.1986 | 0.8368 |
Largest Winning Trade | 391097 | 391097 | 41133 | 6052947 | 6052947 | 739235 |
Largest Losing Trade | -33600 | -33600 | -30421 | -1571659 | -1358570 | -1571659 |
Avg Bars in Trades | 135 | 141 | 128 | 135 | 141 | 128 |
Avg Bars in Winners | 141 | 156 | 127 | 141 | 156 | 127 |
Avg Bars in Losers | 128 | 127 | 130 | 128 | 127 | 130 |
Bars Traded | 14465 | 7501 | 6964 | 14465 | 7501 | 6964 |
Profit Streak | 151.8705 | 169.0372 | 151.8705 | 151.8705 | 169.0372 | 151.8705 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40002 | -268186 | -480561 | 495754 | -165749 | -657295 |
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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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