Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 935140.7286 | 778360.7403 | 156779.9884 | 19442288.4841 | 16067559.319 | 3374729.1651 |
Total P&L (%) | 935.1407 | 778.3607 | 156.78 | 19442.2885 | 16067.5593 | 3374.7292 |
Avg Daily Profit (%) | 0.374 | 0.3113 | 0.0627 | 0.2112 | 0.2036 | 0.142 |
Buy And Hold Return (%) | 755.4426 | 755.4426 | 755.4426 | 755.4426 | 755.4426 | 755.4426 |
Max Trade Drawdown | -98846 | -90414 | -66724 | -2627464 | -1914104 | -2192004 |
Profit Factor | 4.4239 | 5.5683 | 2.5261 | 3.3826 | 4.1483 | 2.104 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 61.5385 | 56.25 | 66.6667 | 61.5385 | 56.25 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.765 | 4.3309 | 1.263 | 2.1141 | 3.2265 | 1.052 |
Largest Winning Trade | 336503 | 336503 | 44714 | 7662826 | 7662826 | 2025171 |
Largest Losing Trade | -57090 | -35968 | -57090 | -2026813 | -1914104 | -2026813 |
Avg Bars in Trades | 107 | 182 | 34 | 107 | 182 | 34 |
Avg Bars in Winners | 96 | 165 | 39 | 96 | 165 | 39 |
Avg Bars in Losers | 125 | 203 | 25 | 125 | 203 | 25 |
Bars Traded | 6976 | 5826 | 1150 | 6976 | 5826 | 1150 |
Profit Streak | 21.4157 | 0 | 103.4157 | 21.4157 | 0 | 103.4157 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208829 | -138360 | -268180 | -119351 | 576603 | 40624 |
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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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