Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 837601.083 | 719938.4625 | 117662.6206 | 9910961.7401 | 8114350.6599 | 1796611.0801 |
Total P&L (%) | 837.6011 | 719.9385 | 117.6626 | 9910.9617 | 8114.3507 | 1796.6111 |
Avg Daily Profit (%) | 0.335 | 0.288 | 0.0471 | 0.1844 | 0.1765 | 0.1178 |
Buy And Hold Return (%) | 720.2827 | 720.2827 | 720.2827 | 720.2827 | 720.2827 | 720.2827 |
Max Trade Drawdown | -98662 | -91844 | -23482 | -947761 | -780645 | -296288 |
Profit Factor | 4.2312 | 4.8692 | 2.6084 | 5.9853 | 7.8701 | 3.2265 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 62.7119 | 58.6207 | 66.6667 | 62.7119 | 58.6207 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.5159 | 3.4371 | 1.3042 | 3.5588 | 5.5554 | 1.6133 |
Largest Winning Trade | 266723 | 266723 | 25624 | 4168812 | 4168812 | 891308 |
Largest Losing Trade | -52284 | -52284 | -23482 | -399478 | -399478 | -296288 |
Avg Bars in Trades | 157 | 296 | 23 | 157 | 296 | 23 |
Avg Bars in Winners | 118 | 232 | 22 | 118 | 232 | 22 |
Avg Bars in Losers | 223 | 387 | 25 | 223 | 387 | 25 |
Bars Traded | 9305 | 8604 | 701 | 9305 | 8604 | 701 |
Profit Streak | 252.6905 | 534.6905 | 252.6905 | 252.6905 | 534.6905 | 252.6905 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -275158 | -146857 | -288605 | -160054 | 676683 | -29420 |
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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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