Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992979.9238 | 838882.4343 | 154097.4895 | 24676903.3211 | 23603462.0241 | 1073441.297 |
Total P&L (%) | 992.9799 | 838.8824 | 154.0975 | 24676.9033 | 23603.462 | 1073.4413 |
Avg Daily Profit (%) | 0.3972 | 0.3355 | 0.0616 | 0.2207 | 0.2189 | 0.0985 |
Buy And Hold Return (%) | 713.9237 | 713.9237 | 713.9237 | 713.9237 | 713.9237 | 713.9237 |
Max Trade Drawdown | -61809 | -58509 | -54263 | -6360247 | -4670814 | -6123523 |
Profit Factor | 3.1132 | 4.5812 | 1.654 | 1.9841 | 2.9844 | 1.0814 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 48.5714 | 46.1538 | 50.9434 | 48.5714 | 46.1538 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.2964 | 5.3448 | 1.5927 | 2.1008 | 3.4818 | 1.0414 |
Largest Winning Trade | 333915 | 333915 | 50941 | 12727752 | 12727752 | 2687394 |
Largest Losing Trade | -54263 | -21246 | -54263 | -5126773 | -2548751 | -5126773 |
Avg Bars in Trades | 89 | 89 | 90 | 89 | 89 | 90 |
Avg Bars in Winners | 127 | 134 | 121 | 127 | 134 | 121 |
Avg Bars in Losers | 54 | 51 | 57 | 54 | 51 | 57 |
Bars Traded | 9440 | 4647 | 4793 | 9440 | 4647 | 4793 |
Profit Streak | 154.3158 | 170.0658 | 154.3158 | 154.3158 | 170.0658 | 154.3158 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27394 | -275223 | -452243 | 471255 | -166683 | -381110 |
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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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