Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983301.9922 | 838456.545 | 144845.4472 | 18192151.6681 | 17326413.8419 | 865737.8262 |
Total P&L (%) | 983.302 | 838.4565 | 144.8454 | 18192.1517 | 17326.4138 | 865.7378 |
Avg Daily Profit (%) | 0.3932 | 0.3353 | 0.0579 | 0.2085 | 0.2066 | 0.0907 |
Buy And Hold Return (%) | 742.613 | 742.613 | 742.613 | 742.613 | 742.613 | 742.613 |
Max Trade Drawdown | -79393 | -77654 | -43092 | -4163175 | -2029209 | -4659664 |
Profit Factor | 3.072 | 3.9158 | 1.7745 | 2.2938 | 3.3551 | 1.1291 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 56.701 | 56.25 | 57.1429 | 56.701 | 56.25 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.3459 | 3.0456 | 1.3309 | 1.7516 | 2.6096 | 0.8469 |
Largest Winning Trade | 378999 | 378999 | 53514 | 12991566 | 12991566 | 2223359 |
Largest Losing Trade | -49085 | -49085 | -34696 | -4127407 | -1993441 | -4127407 |
Avg Bars in Trades | 73 | 90 | 56 | 73 | 90 | 56 |
Avg Bars in Winners | 84 | 101 | 68 | 84 | 101 | 68 |
Avg Bars in Losers | 57 | 74 | 40 | 57 | 74 | 40 |
Bars Traded | 7101 | 4322 | 2779 | 7101 | 4322 | 2779 |
Profit Streak | 60.6819 | 132.6819 | 60.6819 | 60.6819 | 132.6819 | 60.6819 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47281 | -107572 | -277517 | 524916 | 589251 | -264181 |
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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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