Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848424.6599 | 746787.965 | 101636.6949 | 6864439.2098 | 5342303.1138 | 1522136.096 |
Total P&L (%) | 848.4247 | 746.788 | 101.6367 | 6864.4392 | 5342.3031 | 1522.1361 |
Avg Daily Profit (%) | 0.3393 | 0.2987 | 0.0406 | 0.1699 | 0.16 | 0.1115 |
Buy And Hold Return (%) | 896.3694 | 896.3694 | 896.3694 | 896.3694 | 896.3694 | 896.3694 |
Max Trade Drawdown | -90839 | -72310 | -71594 | -885689 | -494703 | -390986 |
Profit Factor | 3.1593 | 4.4847 | 1.5691 | 5.3097 | 6.8702 | 3.2296 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 63.0952 | 59.5238 | 66.6667 | 63.0952 | 59.5238 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.8479 | 3.0496 | 0.7845 | 3.1057 | 4.6717 | 1.6148 |
Largest Winning Trade | 372744 | 372744 | 35510 | 2121061 | 2121061 | 672125 |
Largest Losing Trade | -48750 | -41052 | -48750 | -342728 | -307175 | -342728 |
Avg Bars in Trades | 84 | 116 | 52 | 84 | 116 | 52 |
Avg Bars in Winners | 100 | 131 | 72 | 100 | 131 | 72 |
Avg Bars in Losers | 58 | 95 | 13 | 58 | 95 | 13 |
Bars Traded | 7110 | 4897 | 2214 | 7110 | 4897 | 2214 |
Profit Streak | 428.9402 | 440.6069 | 428.9402 | 428.9402 | 440.6069 | 428.9402 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146831 | -146808 | -300744 | 701370 | 655251 | -42870 |
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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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