Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018624.006 | 831037.9151 | 187586.0908 | 27429731.6866 | 24725032.3501 | 2704699.3365 |
Total P&L (%) | 1018.624 | 831.0379 | 187.5861 | 27429.7317 | 24725.0324 | 2704.6993 |
Avg Daily Profit (%) | 0.4074 | 0.3324 | 0.075 | 0.2249 | 0.2208 | 0.1334 |
Buy And Hold Return (%) | 886.825 | 886.825 | 886.825 | 886.825 | 886.825 | 886.825 |
Max Trade Drawdown | -91646 | -89506 | -66791 | -2399357 | -2118803 | -1699557 |
Profit Factor | 3.8183 | 5.3234 | 2.1086 | 4.3062 | 6.6541 | 1.6894 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 61.4286 | 57.1429 | 65.7143 | 61.4286 | 57.1429 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.3975 | 3.9925 | 1.1001 | 2.7039 | 4.9905 | 0.8814 |
Largest Winning Trade | 320650 | 320650 | 50913 | 11316140 | 11316140 | 2091130 |
Largest Losing Trade | -66791 | -43400 | -66791 | -1699557 | -897576 | -1699557 |
Avg Bars in Trades | 96 | 116 | 75 | 96 | 116 | 75 |
Avg Bars in Winners | 118 | 141 | 98 | 118 | 141 | 98 |
Avg Bars in Losers | 61 | 84 | 32 | 61 | 84 | 32 |
Bars Traded | 6734 | 4091 | 2643 | 6734 | 4091 | 2643 |
Profit Streak | 431.8213 | 434.1547 | 431.8213 | 431.8213 | 434.1547 | 431.8213 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -198408 | -146303 | -252286 | -80069 | 684609 | -13764 |
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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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