Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949565.5137 | 784140.5911 | 165424.9226 | 19952794.9656 | 17564451.0213 | 2388343.9442 |
Total P&L (%) | 949.5655 | 784.1406 | 165.4249 | 19952.795 | 17564.451 | 2388.3439 |
Avg Daily Profit (%) | 0.3798 | 0.3136 | 0.0662 | 0.2122 | 0.2071 | 0.1286 |
Buy And Hold Return (%) | 887.9821 | 887.9821 | 887.9821 | 887.9821 | 887.9821 | 887.9821 |
Max Trade Drawdown | -81801 | -80184 | -81166 | -1121444 | -777243 | -1137776 |
Profit Factor | 3.9075 | 5.0047 | 2.2649 | 5.9961 | 11.009 | 2.0668 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 55.2941 | 54.7619 | 55.814 | 55.2941 | 54.7619 | 55.814 |
Ratio Avg Win / Avg Loss | 3.1593 | 4.1343 | 1.793 | 4.8479 | 9.0944 | 1.6362 |
Largest Winning Trade | 349814 | 349814 | 54535 | 9699040 | 9699040 | 1302793 |
Largest Losing Trade | -63261 | -31144 | -63261 | -853699 | -340018 | -853699 |
Avg Bars in Trades | 53 | 67 | 40 | 53 | 67 | 40 |
Avg Bars in Winners | 75 | 90 | 61 | 75 | 90 | 61 |
Avg Bars in Losers | 27 | 39 | 14 | 27 | 39 | 14 |
Bars Traded | 4581 | 2830 | 1751 | 4581 | 2830 | 1751 |
Profit Streak | 64.3436 | 434.8436 | 64.3436 | 64.3436 | 434.8436 | 64.3436 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125747 | -146934 | -264699 | 667930 | 671861 | -18983 |
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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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