Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893457.524 | 777349.9452 | 116107.5787 | 7538806.5181 | 9879065.4675 | -2340258.9494 |
Total P&L (%) | 893.4575 | 777.3499 | 116.1076 | 7538.8065 | 9879.0655 | -2340.2589 |
Avg Daily Profit (%) | 0.3573 | 0.3109 | 0.0464 | 0.1735 | 0.1842 | 0 |
Buy And Hold Return (%) | 942.9703 | 942.9703 | 942.9703 | 942.9703 | 942.9703 | 942.9703 |
Max Trade Drawdown | -86786 | -52603 | -92038 | -4342196 | -2188128 | -6168834 |
Profit Factor | 2.9541 | 4.7786 | 1.4616 | 1.4917 | 2.6496 | 0.7496 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 53.5211 | 52.7778 | 54.2857 | 53.5211 | 52.7778 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.5654 | 4.2756 | 1.2309 | 1.2954 | 2.3707 | 0.6312 |
Largest Winning Trade | 336503 | 336503 | 47998 | 5094596 | 5094596 | 1419573 |
Largest Losing Trade | -71115 | -33567 | -71115 | -4099333 | -1286244 | -4099333 |
Avg Bars in Trades | 101 | 106 | 96 | 101 | 106 | 96 |
Avg Bars in Winners | 127 | 132 | 122 | 127 | 132 | 122 |
Avg Bars in Losers | 71 | 77 | 64 | 71 | 77 | 64 |
Bars Traded | 7216 | 3844 | 3372 | 7216 | 3844 | 3372 |
Profit Streak | 162.3546 | 162.3546 | 232.3546 | 162.3546 | 162.3546 | 232.3546 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239915 | -147836 | -293703 | -80094 | 514104 | -578876 |
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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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