Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833930.0827 | 738365.0518 | 95565.031 | 6492242.7347 | 6117940.2834 | 374302.4514 |
Total P&L (%) | 833.9301 | 738.3651 | 95.565 | 6492.2427 | 6117.9403 | 374.3025 |
Avg Daily Profit (%) | 0.3335 | 0.2953 | 0.0382 | 0.1677 | 0.1653 | 0.0623 |
Buy And Hold Return (%) | 813.6598 | 813.6598 | 813.6598 | 813.6598 | 813.6598 | 813.6598 |
Max Trade Drawdown | -63351 | -48822 | -51282 | -2512566 | -1751776 | -997338 |
Profit Factor | 2.6038 | 4.1243 | 1.3369 | 1.9824 | 2.847 | 1.1136 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 52.5253 | 51.0204 | 54 | 52.5253 | 51.0204 | 54 |
Ratio Avg Win / Avg Loss | 2.3535 | 3.9594 | 1.1389 | 1.7918 | 2.7332 | 0.9486 |
Largest Winning Trade | 327223 | 327223 | 44374 | 3074489 | 3074489 | 792029 |
Largest Losing Trade | -51282 | -23642 | -51282 | -1384055 | -1384055 | -997338 |
Avg Bars in Trades | 73 | 71 | 75 | 73 | 71 | 75 |
Avg Bars in Winners | 90 | 89 | 92 | 90 | 89 | 92 |
Avg Bars in Losers | 55 | 53 | 56 | 55 | 53 | 56 |
Bars Traded | 7313 | 3513 | 3799 | 7313 | 3513 | 3799 |
Profit Streak | 166.1679 | 166.1679 | 182.1679 | 166.1679 | 166.1679 | 182.1679 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141880 | -148577 | -485493 | 487074 | 517376 | -551000 |
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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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