Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865989.5875 | 761095.6632 | 104893.9243 | 8713112.2745 | 9197036.6581 | -483924.3836 |
Total P&L (%) | 865.9896 | 761.0957 | 104.8939 | 8713.1123 | 9197.0367 | -483.9244 |
Avg Daily Profit (%) | 0.3464 | 0.3044 | 0.042 | 0.1793 | 0.1815 | 0 |
Buy And Hold Return (%) | 727.7162 | 727.7162 | 727.7162 | 727.7162 | 727.7162 | 727.7162 |
Max Trade Drawdown | -134784 | -61124 | -109916 | -7281641 | -3441812 | -6151694 |
Profit Factor | 2.3239 | 3.1738 | 1.3451 | 1.4591 | 1.9664 | 0.9489 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Losing Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Profitability (%) | 53.1034 | 55.5556 | 50.6849 | 53.1034 | 55.5556 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.0523 | 2.5391 | 1.3087 | 1.2885 | 1.5731 | 0.9232 |
Largest Winning Trade | 271428 | 271428 | 48952 | 5519651 | 5519651 | 1329885 |
Largest Losing Trade | -50432 | -50432 | -31211 | -2227921 | -1499010 | -2227921 |
Avg Bars in Trades | 65 | 76 | 54 | 65 | 76 | 54 |
Avg Bars in Winners | 80 | 89 | 71 | 80 | 89 | 71 |
Avg Bars in Losers | 47 | 59 | 36 | 47 | 59 | 36 |
Bars Traded | 9456 | 5500 | 3956 | 9456 | 5500 | 3956 |
Profit Streak | 71.3849 | 73.3849 | 71.3849 | 71.3849 | 73.3849 | 71.3849 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91195 | -214413 | -373592 | 384126 | -66287 | -652089 |
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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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