Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089973.7967 | 878489.1411 | 211484.6557 | 59794981.9734 | 56045290.3008 | 3749691.6726 |
Total P&L (%) | 1089.9738 | 878.4891 | 211.4847 | 59794.982 | 56045.2903 | 3749.6917 |
Avg Daily Profit (%) | 0.4359 | 0.3513 | 0.0846 | 0.2561 | 0.2535 | 0.1461 |
Buy And Hold Return (%) | 837.6052 | 837.6052 | 837.6052 | 837.6052 | 837.6052 | 837.6052 |
Max Trade Drawdown | -80236 | -79008 | -58458 | -6075403 | -4827543 | -4571739 |
Profit Factor | 3.8785 | 5.5086 | 2.1505 | 4.421 | 7.6953 | 1.4117 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 61.25 | 65 | 57.5 | 61.25 | 65 | 57.5 |
Ratio Avg Win / Avg Loss | 2.4537 | 2.9662 | 1.5895 | 2.797 | 4.1436 | 1.0434 |
Largest Winning Trade | 271258 | 271258 | 55076 | 25783410 | 25783410 | 3592911 |
Largest Losing Trade | -58458 | -48220 | -58458 | -2796714 | -2229175 | -2796714 |
Avg Bars in Trades | 84 | 108 | 59 | 84 | 108 | 59 |
Avg Bars in Winners | 102 | 116 | 87 | 102 | 116 | 87 |
Avg Bars in Losers | 54 | 93 | 22 | 54 | 93 | 22 |
Bars Traded | 6731 | 4337 | 2394 | 6731 | 4337 | 2394 |
Profit Streak | 195.1919 | 431.8586 | 195.1919 | 195.1919 | 431.8586 | 195.1919 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75695 | -129744 | -240124 | -4793 | 733370 | 107380 |
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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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