Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889048.4388 | 747076.7229 | 141971.7159 | 12520506.6259 | 10038617.809 | 2481888.8169 |
Total P&L (%) | 889.0484 | 747.0767 | 141.9717 | 12520.5066 | 10038.6178 | 2481.8888 |
Avg Daily Profit (%) | 0.3556 | 0.2988 | 0.0568 | 0.1937 | 0.1849 | 0.1301 |
Buy And Hold Return (%) | 718.9017 | 718.9017 | 718.9017 | 718.9017 | 718.9017 | 718.9017 |
Max Trade Drawdown | -100232 | -90018 | -24591 | -844210 | -844210 | -206879 |
Profit Factor | 4.4414 | 4.7547 | 3.3915 | 7.6469 | 7.319 | 9.4126 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 60.274 | 61.1111 | 59.4595 | 60.274 | 61.1111 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.9273 | 3.0257 | 2.3124 | 5.04 | 4.6576 | 6.4177 |
Largest Winning Trade | 336437 | 336437 | 23471 | 4685828 | 4685828 | 1212417 |
Largest Losing Trade | -54662 | -54662 | -24591 | -844210 | -844210 | -206879 |
Avg Bars in Trades | 123 | 232 | 17 | 123 | 232 | 17 |
Avg Bars in Winners | 116 | 207 | 25 | 116 | 207 | 25 |
Avg Bars in Losers | 135 | 273 | 6 | 135 | 273 | 6 |
Bars Traded | 9028 | 8382 | 646 | 9028 | 8382 | 646 |
Profit Streak | 118.238 | 118.238 | 675.488 | 118.238 | 118.238 | 675.488 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148708 | -135084 | -273490 | -56803 | 663831 | -10175 |
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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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