Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1226196.4467 | 951066.3048 | 275130.1419 | 44079253.3341 | 42010209.0729 | 2069044.2612 |
Total P&L (%) | 1226.1964 | 951.0663 | 275.1301 | 44079.2533 | 42010.2091 | 2069.0443 |
Avg Daily Profit (%) | 0.4904 | 0.3804 | 0.11 | 0.2439 | 0.242 | 0.1231 |
Buy And Hold Return (%) | 799.5297 | 799.5297 | 799.5297 | 799.5297 | 799.5297 | 799.5297 |
Max Trade Drawdown | -95816 | -62942 | -95816 | -4756182 | -505470 | -4756182 |
Profit Factor | 7.3145 | 12.2703 | 3.5057 | 9.1983 | 75.8347 | 1.4297 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 78.3333 | 76.6667 | 80 | 78.3333 | 76.6667 | 80 |
Ratio Avg Win / Avg Loss | 2.0232 | 3.7344 | 0.8764 | 2.5442 | 23.0801 | 0.3574 |
Largest Winning Trade | 351985 | 351985 | 55902 | 23187869 | 23187869 | 2347197 |
Largest Losing Trade | -95816 | -24732 | -95816 | -4756182 | -219803 | -4756182 |
Avg Bars in Trades | 76 | 92 | 60 | 76 | 92 | 60 |
Avg Bars in Winners | 84 | 101 | 68 | 84 | 101 | 68 |
Avg Bars in Losers | 47 | 66 | 25 | 47 | 66 | 25 |
Bars Traded | 4590 | 2789 | 1801 | 4590 | 2789 | 1801 |
Profit Streak | 1089.6671 | 1107.6671 | 1089.6671 | 1089.6671 | 1107.6671 | 1089.6671 |
Trades During Streak | 23 | 12 | 11 | 23 | 12 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159231 | -83849 | -202677 | -151340 | 784071 | -27210 |
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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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