Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888325.4505 | 771831.2321 | 116494.2184 | 9858275.3651 | 9391265.8133 | 467009.5517 |
Total P&L (%) | 888.3255 | 771.8312 | 116.4942 | 9858.2754 | 9391.2658 | 467.0096 |
Avg Daily Profit (%) | 0.3553 | 0.3087 | 0.0466 | 0.1842 | 0.1823 | 0.0694 |
Buy And Hold Return (%) | 769.5118 | 769.5118 | 769.5118 | 769.5118 | 769.5118 | 769.5118 |
Max Trade Drawdown | -76521 | -66138 | -62192 | -1470958 | -1105057 | -2466652 |
Profit Factor | 2.8009 | 4.6414 | 1.4141 | 2.3076 | 4.2222 | 1.101 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 42.8571 | 40.3846 | 45.283 | 42.8571 | 40.3846 | 45.283 |
Ratio Avg Win / Avg Loss | 3.7346 | 6.8515 | 1.7087 | 3.0768 | 6.2328 | 1.3303 |
Largest Winning Trade | 346739 | 346739 | 50199 | 5154414 | 5154414 | 1127959 |
Largest Losing Trade | -56625 | -17339 | -56625 | -1376529 | -683845 | -1376529 |
Avg Bars in Trades | 92 | 93 | 92 | 92 | 93 | 92 |
Avg Bars in Winners | 142 | 140 | 143 | 142 | 140 | 143 |
Avg Bars in Losers | 55 | 60 | 49 | 55 | 60 | 49 |
Bars Traded | 9721 | 4841 | 4880 | 9721 | 4841 | 4880 |
Profit Streak | 160.6798 | 176.1798 | 160.6798 | 160.6798 | 176.1798 | 160.6798 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104146 | -331166 | -475485 | 402494 | -167714 | -556384 |
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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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