Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001753.9744 | 843762.9661 | 157991.0083 | 15557467.6061 | 13688204.4214 | 1869263.1846 |
Total P&L (%) | 1001.754 | 843.763 | 157.991 | 15557.4676 | 13688.2044 | 1869.2632 |
Avg Daily Profit (%) | 0.4006 | 0.3374 | 0.0632 | 0.2023 | 0.1972 | 0.1192 |
Buy And Hold Return (%) | 864.0263 | 864.0263 | 864.0263 | 864.0263 | 864.0263 | 864.0263 |
Max Trade Drawdown | -88521 | -84790 | -66791 | -1850087 | -1275377 | -764743 |
Profit Factor | 3.3819 | 4.6041 | 1.8473 | 3.8289 | 5.4007 | 1.7824 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 59.7222 | 61.1111 | 58.3333 | 59.7222 | 61.1111 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.2808 | 2.9299 | 1.3195 | 2.5823 | 3.4368 | 1.2732 |
Largest Winning Trade | 357191 | 357191 | 46665 | 6644832 | 6644832 | 843666 |
Largest Losing Trade | -66791 | -41534 | -66791 | -915581 | -915581 | -764743 |
Avg Bars in Trades | 93 | 122 | 64 | 93 | 122 | 64 |
Avg Bars in Winners | 116 | 137 | 94 | 116 | 137 | 94 |
Avg Bars in Losers | 59 | 99 | 21 | 59 | 99 | 21 |
Bars Traded | 6734 | 4421 | 2313 | 6734 | 4421 | 2313 |
Profit Streak | 422.0832 | 433.4165 | 422.0832 | 422.0832 | 433.4165 | 422.0832 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180793 | -146247 | -269533 | -65832 | 680979 | -34503 |
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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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