Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 925634.2863 | 811377.7259 | 114256.5604 | 10550646.5444 | 10029504.465 | 521142.0794 |
Total P&L (%) | 925.6343 | 811.3777 | 114.2566 | 10550.6465 | 10029.5045 | 521.1421 |
Avg Daily Profit (%) | 0.3702 | 0.3245 | 0.0457 | 0.1869 | 0.1849 | 0.0731 |
Buy And Hold Return (%) | 849.6573 | 849.6573 | 849.6573 | 849.6573 | 849.6573 | 849.6573 |
Max Trade Drawdown | -107018 | -75835 | -66135 | -3800876 | -1692436 | -2383085 |
Profit Factor | 3.2548 | 4.8986 | 1.5645 | 2.3687 | 3.2434 | 1.161 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 53.4247 | 58.3333 | 48.6486 | 53.4247 | 58.3333 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.8375 | 3.499 | 1.6514 | 2.0651 | 2.3167 | 1.2255 |
Largest Winning Trade | 359537 | 359537 | 53229 | 6784862 | 6784862 | 693168 |
Largest Losing Trade | -55602 | -55602 | -36822 | -1285538 | -1285538 | -721568 |
Avg Bars in Trades | 97 | 128 | 67 | 97 | 128 | 67 |
Avg Bars in Winners | 104 | 114 | 92 | 104 | 114 | 92 |
Avg Bars in Losers | 89 | 147 | 43 | 89 | 147 | 43 |
Bars Traded | 7106 | 4624 | 2482 | 7106 | 4624 | 2482 |
Profit Streak | 99.9016 | 137.5682 | 99.9016 | 99.9016 | 137.5682 | 99.9016 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196841 | -147307 | -294803 | -62160 | 567226 | -304160 |
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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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