Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940363.9541 | 775750.0077 | 164613.9464 | 22911901.9977 | 16807185.7096 | 6104716.2881 |
Total P&L (%) | 940.364 | 775.75 | 164.6139 | 22911.902 | 16807.1857 | 6104.7163 |
Avg Daily Profit (%) | 0.3761 | 0.3103 | 0.0658 | 0.2178 | 0.2054 | 0.1653 |
Buy And Hold Return (%) | 748.7758 | 748.7758 | 748.7758 | 748.7758 | 748.7758 | 748.7758 |
Max Trade Drawdown | -102139 | -89944 | -47390 | -1648587 | -1131580 | -673544 |
Profit Factor | 3.0168 | 3.7615 | 1.8881 | 5.7336 | 6.3569 | 4.5852 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 56.1798 | 59.0909 | 53.3333 | 56.1798 | 59.0909 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.3531 | 2.6041 | 1.6521 | 4.4722 | 4.4009 | 4.012 |
Largest Winning Trade | 195266 | 195266 | 60860 | 7796010 | 7796010 | 3488173 |
Largest Losing Trade | -49446 | -49446 | -39248 | -698666 | -698666 | -504471 |
Avg Bars in Trades | 102 | 122 | 83 | 102 | 122 | 83 |
Avg Bars in Winners | 128 | 121 | 136 | 128 | 121 | 136 |
Avg Bars in Losers | 69 | 122 | 23 | 69 | 122 | 23 |
Bars Traded | 9147 | 5379 | 3768 | 9147 | 5379 | 3768 |
Profit Streak | 292.4112 | 439.6612 | 292.4112 | 292.4112 | 439.6612 | 292.4112 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68417 | -136091 | -265359 | 683045 | 692068 | 614791 |
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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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