Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960345.9121 | 797444.3459 | 162901.5662 | 20672741.6382 | 18774324.8604 | 1898416.7778 |
Total P&L (%) | 960.3459 | 797.4443 | 162.9016 | 20672.7416 | 18774.3249 | 1898.4168 |
Avg Daily Profit (%) | 0.3841 | 0.3189 | 0.0652 | 0.2136 | 0.2098 | 0.1199 |
Buy And Hold Return (%) | 826.6853 | 826.6853 | 826.6853 | 826.6853 | 826.6853 | 826.6853 |
Max Trade Drawdown | -101442 | -85672 | -62277 | -2188549 | -1660602 | -1159107 |
Profit Factor | 3.2982 | 4.866 | 1.7699 | 4.5376 | 7.1193 | 1.6839 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Profitability (%) | 58.1395 | 67.4419 | 48.8372 | 58.1395 | 67.4419 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.3747 | 2.3491 | 1.8541 | 3.2671 | 3.4369 | 1.7641 |
Largest Winning Trade | 304540 | 304540 | 52084 | 7829286 | 7829286 | 1693274 |
Largest Losing Trade | -62277 | -49493 | -62277 | -687450 | -648166 | -687450 |
Avg Bars in Trades | 78 | 100 | 55 | 78 | 100 | 55 |
Avg Bars in Winners | 92 | 98 | 83 | 92 | 98 | 83 |
Avg Bars in Losers | 58 | 105 | 28 | 58 | 105 | 28 |
Bars Traded | 6731 | 4336 | 2395 | 6731 | 4336 | 2395 |
Profit Streak | 196.5183 | 432.8516 | 196.5183 | 196.5183 | 432.8516 | 196.5183 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96914 | -145339 | -268168 | 657192 | 732133 | -34116 |
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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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