Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 924016.1367 | 790892.5207 | 133123.6159 | 8795598.3571 | 7112259.3925 | 1683338.9646 |
Total P&L (%) | 924.0161 | 790.8925 | 133.1236 | 8795.5984 | 7112.2594 | 1683.339 |
Avg Daily Profit (%) | 0.3696 | 0.3163 | 0.0532 | 0.1797 | 0.1713 | 0.1153 |
Buy And Hold Return (%) | 853.7601 | 853.7601 | 853.7601 | 853.7601 | 853.7601 | 853.7601 |
Max Trade Drawdown | -80817 | -58740 | -67396 | -413149 | -260124 | -413149 |
Profit Factor | 3.4473 | 4.8565 | 1.7718 | 6.8337 | 9.8485 | 3.3913 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 60.5634 | 57.1429 | 63.8889 | 60.5634 | 57.1429 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.2448 | 3.6424 | 1.0014 | 4.4499 | 7.3864 | 1.9168 |
Largest Winning Trade | 382188 | 382188 | 50497 | 3637088 | 3637088 | 720816 |
Largest Losing Trade | -66767 | -42898 | -66767 | -413149 | -166122 | -413149 |
Avg Bars in Trades | 97 | 124 | 70 | 97 | 124 | 70 |
Avg Bars in Winners | 112 | 132 | 95 | 112 | 132 | 95 |
Avg Bars in Losers | 73 | 112 | 28 | 73 | 112 | 28 |
Bars Traded | 6893 | 4340 | 2553 | 6893 | 4340 | 2553 |
Profit Streak | 132.9763 | 132.9763 | 518.3096 | 132.9763 | 132.9763 | 518.3096 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212375 | -147571 | -282177 | -71887 | 640986 | -36088 |
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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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