Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000957.0291 | 851054.8065 | 149902.2226 | 21062434.9383 | 19592202.1771 | 1470232.7612 |
Total P&L (%) | 1000.957 | 851.0548 | 149.9022 | 21062.4349 | 19592.2022 | 1470.2328 |
Avg Daily Profit (%) | 0.4004 | 0.3404 | 0.06 | 0.2144 | 0.2115 | 0.1102 |
Buy And Hold Return (%) | 813.4741 | 813.4741 | 813.4741 | 813.4741 | 813.4741 | 813.4741 |
Max Trade Drawdown | -68340 | -57338 | -57306 | -5090611 | -3711583 | -4773091 |
Profit Factor | 3.1161 | 4.5751 | 1.638 | 2.1764 | 3.3062 | 1.1563 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 48.0769 | 46.1538 | 50 | 48.0769 | 46.1538 | 50 |
Ratio Avg Win / Avg Loss | 3.3654 | 5.3376 | 1.638 | 2.3505 | 3.8572 | 1.1563 |
Largest Winning Trade | 357592 | 357592 | 51404 | 9655134 | 9655134 | 2632125 |
Largest Losing Trade | -56625 | -24069 | -56625 | -4411512 | -2755588 | -4411512 |
Avg Bars in Trades | 92 | 91 | 93 | 92 | 91 | 93 |
Avg Bars in Winners | 134 | 138 | 131 | 134 | 138 | 131 |
Avg Bars in Losers | 53 | 50 | 56 | 53 | 50 | 56 |
Bars Traded | 9623 | 4744 | 4879 | 9623 | 4744 | 4879 |
Profit Streak | 165.4399 | 165.4399 | 178.9399 | 165.4399 | 165.4399 | 178.9399 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77430 | -315268 | -454233 | 476697 | -166127 | -280961 |
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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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