Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980498.5382 | 812564.6372 | 167933.901 | 19661506.3167 | 17791735.9541 | 1869770.3627 |
Total P&L (%) | 980.4985 | 812.5646 | 167.9339 | 19661.5063 | 17791.736 | 1869.7704 |
Avg Daily Profit (%) | 0.3921 | 0.3249 | 0.0672 | 0.2116 | 0.2076 | 0.1193 |
Buy And Hold Return (%) | 857.7864 | 857.7864 | 857.7864 | 857.7864 | 857.7864 | 857.7864 |
Max Trade Drawdown | -91547 | -81577 | -63110 | -1906770 | -1478006 | -1103300 |
Profit Factor | 3.3861 | 4.9345 | 1.8216 | 3.9779 | 6.4659 | 1.5586 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 59.5506 | 61.3636 | 57.7778 | 59.5506 | 61.3636 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.3 | 3.1069 | 1.3311 | 2.702 | 4.0711 | 1.139 |
Largest Winning Trade | 321566 | 321566 | 52703 | 9270687 | 9270687 | 842924 |
Largest Losing Trade | -63110 | -48397 | -63110 | -859474 | -665588 | -859474 |
Avg Bars in Trades | 77 | 100 | 54 | 77 | 100 | 54 |
Avg Bars in Winners | 95 | 105 | 86 | 95 | 105 | 86 |
Avg Bars in Losers | 50 | 93 | 11 | 50 | 93 | 11 |
Bars Traded | 6888 | 4425 | 2463 | 6888 | 4425 | 2463 |
Profit Streak | 7.3455 | 10.0121 | 7.3455 | 7.3455 | 10.0121 | 7.3455 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102495 | -146730 | -264943 | 640926 | 677738 | -35649 |
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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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