Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907736.926 | 781505.6181 | 126231.3079 | 12559738.8044 | 11481985.9155 | 1077752.8889 |
Total P&L (%) | 907.7369 | 781.5056 | 126.2313 | 12559.7388 | 11481.9859 | 1077.7529 |
Avg Daily Profit (%) | 0.3631 | 0.3126 | 0.0505 | 0.1938 | 0.1903 | 0.0987 |
Buy And Hold Return (%) | 823.0152 | 823.0152 | 823.0152 | 823.0152 | 823.0152 | 823.0152 |
Max Trade Drawdown | -83231 | -84367 | -46678 | -2662426 | -1706271 | -2149970 |
Profit Factor | 3.101 | 4.2618 | 1.6559 | 2.6289 | 3.5745 | 1.3315 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 53.012 | 56.0976 | 50 | 53.012 | 56.0976 | 50 |
Ratio Avg Win / Avg Loss | 2.7486 | 3.3354 | 1.6559 | 2.3302 | 2.7975 | 1.3315 |
Largest Winning Trade | 353707 | 353707 | 38062 | 8157430 | 8157430 | 1235174 |
Largest Losing Trade | -42968 | -42968 | -20420 | -1223219 | -1223219 | -828000 |
Avg Bars in Trades | 114 | 147 | 81 | 114 | 147 | 81 |
Avg Bars in Winners | 135 | 145 | 125 | 135 | 145 | 125 |
Avg Bars in Losers | 89 | 150 | 37 | 89 | 150 | 37 |
Bars Traded | 9474 | 6054 | 3420 | 9474 | 6054 | 3420 |
Profit Streak | 98.4707 | 131.9707 | 98.4707 | 98.4707 | 131.9707 | 98.4707 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118323 | -148129 | -287520 | 470530 | 579547 | -129398 |
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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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