Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1205519.005 | 964863.2277 | 240655.7773 | 115053192.4735 | 107644354.6565 | 7408837.817 |
Total P&L (%) | 1205.519 | 964.8632 | 240.6558 | 115053.1925 | 107644.3547 | 7408.8378 |
Avg Daily Profit (%) | 0.4821 | 0.3858 | 0.0962 | 0.2823 | 0.2796 | 0.1729 |
Buy And Hold Return (%) | 893.7608 | 893.7608 | 893.7608 | 893.7608 | 893.7608 | 893.7608 |
Max Trade Drawdown | -83219 | -80352 | -73340 | -11285546 | -4481132 | -6804414 |
Profit Factor | 4.8329 | 7.7409 | 2.4042 | 6.0899 | 13.4887 | 1.5298 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 65.625 | 62.5 | 68.75 | 65.625 | 62.5 | 68.75 |
Ratio Avg Win / Avg Loss | 2.5315 | 4.6445 | 1.0928 | 3.1899 | 8.0932 | 0.6954 |
Largest Winning Trade | 330400 | 330400 | 61768 | 60233921 | 60233921 | 8920608 |
Largest Losing Trade | -73340 | -39331 | -73340 | -6804414 | -4481132 | -6804414 |
Avg Bars in Trades | 108 | 127 | 88 | 108 | 127 | 88 |
Avg Bars in Winners | 122 | 141 | 104 | 122 | 141 | 104 |
Avg Bars in Losers | 81 | 104 | 53 | 81 | 104 | 53 |
Bars Traded | 6926 | 4082 | 2844 | 6926 | 4082 | 2844 |
Profit Streak | 122.4637 | 122.4637 | 210.7971 | 122.4637 | 122.4637 | 210.7971 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -179651 | -120719 | -223808 | -123246 | 698398 | 382216 |
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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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