Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903387.2565 | 787326.2668 | 116060.9898 | 11236781.5714 | 10388541.5853 | 848239.9861 |
Total P&L (%) | 903.3873 | 787.3263 | 116.061 | 11236.7816 | 10388.5416 | 848.24 |
Avg Daily Profit (%) | 0.3613 | 0.3149 | 0.0464 | 0.1894 | 0.1863 | 0.09 |
Buy And Hold Return (%) | 817.4954 | 817.4954 | 817.4954 | 817.4954 | 817.4954 | 817.4954 |
Max Trade Drawdown | -107408 | -95448 | -48120 | -1916307 | -1276869 | -1534408 |
Profit Factor | 3.0651 | 4.4031 | 1.5631 | 2.7904 | 4.0665 | 1.2937 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 50.6024 | 58.5366 | 42.8571 | 50.6024 | 58.5366 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.9921 | 3.1189 | 2.0841 | 2.724 | 2.8804 | 1.7249 |
Largest Winning Trade | 354637 | 354637 | 48363 | 7005810 | 7005810 | 788681 |
Largest Losing Trade | -42118 | -42118 | -34788 | -900523 | -900523 | -643313 |
Avg Bars in Trades | 57 | 73 | 41 | 57 | 73 | 41 |
Avg Bars in Winners | 66 | 75 | 55 | 66 | 75 | 55 |
Avg Bars in Losers | 47 | 70 | 30 | 47 | 70 | 30 |
Bars Traded | 4743 | 3004 | 1739 | 4743 | 3004 | 1739 |
Profit Streak | 97.3507 | 134.3507 | 97.3507 | 97.3507 | 134.3507 | 97.3507 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118059 | -147298 | -296069 | 469136 | 616788 | -227485 |
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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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