Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977202.7956 | 819411.8242 | 157790.9714 | 24586476.3766 | 21904237.0878 | 2682239.2888 |
Total P&L (%) | 977.2028 | 819.4118 | 157.791 | 24586.4764 | 21904.2371 | 2682.2393 |
Avg Daily Profit (%) | 0.3908 | 0.3277 | 0.0631 | 0.2206 | 0.2159 | 0.1331 |
Buy And Hold Return (%) | 845.4943 | 845.4943 | 845.4943 | 845.4943 | 845.4943 | 845.4943 |
Max Trade Drawdown | -55413 | -52864 | -54912 | -2413317 | -1463730 | -1576949 |
Profit Factor | 4.0034 | 6.042 | 1.969 | 4.7668 | 8.53 | 1.7413 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 64.0625 | 65.625 | 62.5 | 64.0625 | 65.625 | 62.5 |
Ratio Avg Win / Avg Loss | 2.2458 | 3.1649 | 1.1814 | 2.6741 | 4.4681 | 1.0448 |
Largest Winning Trade | 347826 | 347826 | 59296 | 13304111 | 13304111 | 1530463 |
Largest Losing Trade | -54912 | -42316 | -54912 | -1576949 | -735251 | -1576949 |
Avg Bars in Trades | 75 | 95 | 55 | 75 | 95 | 55 |
Avg Bars in Winners | 85 | 92 | 77 | 85 | 92 | 77 |
Avg Bars in Losers | 58 | 101 | 18 | 58 | 101 | 18 |
Bars Traded | 4840 | 3062 | 1778 | 4840 | 3062 | 1778 |
Profit Streak | 102.9639 | 136.4639 | 102.9639 | 102.9639 | 136.4639 | 102.9639 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241299 | -145557 | -269667 | -124881 | 693541 | -13547 |
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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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