Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872628.5789 | 729744.3109 | 142884.268 | 15427456.266 | 14205721.4572 | 1221734.8088 |
Total P&L (%) | 872.6286 | 729.7443 | 142.8843 | 15427.4563 | 14205.7215 | 1221.7348 |
Avg Daily Profit (%) | 0.349 | 0.2919 | 0.0571 | 0.202 | 0.1987 | 0.1033 |
Buy And Hold Return (%) | 723.5232 | 723.5232 | 723.5232 | 723.5232 | 723.5232 | 723.5232 |
Max Trade Drawdown | -84015 | -76322 | -28742 | -2716807 | -981576 | -2716807 |
Profit Factor | 3.9759 | 4.6943 | 2.4931 | 3.3547 | 7.3521 | 1.2831 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 68.3333 | 63.3333 | 73.3333 | 68.3333 | 63.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.8425 | 2.7177 | 0.9066 | 1.5546 | 4.2565 | 0.4666 |
Largest Winning Trade | 217923 | 217923 | 41791 | 6479042 | 6479042 | 1977648 |
Largest Losing Trade | -46968 | -46968 | -28742 | -2716807 | -639160 | -2716807 |
Avg Bars in Trades | 121 | 186 | 55 | 121 | 186 | 55 |
Avg Bars in Winners | 109 | 173 | 55 | 109 | 173 | 55 |
Avg Bars in Losers | 145 | 209 | 57 | 145 | 209 | 57 |
Bars Traded | 7273 | 5597 | 1676 | 7273 | 5597 | 1676 |
Profit Streak | 125.4448 | 125.4448 | 128.1114 | 125.4448 | 125.4448 | 128.1114 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -255079 | -144461 | -276478 | -155302 | 676876 | -61369 |
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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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