Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954155.2343 | 811696.1698 | 142459.0645 | 16895286.1433 | 16792857.0882 | 102429.0551 |
Total P&L (%) | 954.1552 | 811.6962 | 142.4591 | 16895.2861 | 16792.8571 | 102.4291 |
Avg Daily Profit (%) | 0.3816 | 0.3246 | 0.057 | 0.2056 | 0.2053 | 0.0282 |
Buy And Hold Return (%) | 873.8153 | 873.8153 | 873.8153 | 873.8153 | 873.8153 | 873.8153 |
Max Trade Drawdown | -79086 | -41427 | -61959 | -3596174 | -1308268 | -3254003 |
Profit Factor | 3.9236 | 7.6216 | 1.6991 | 2.9 | 6.2754 | 1.0179 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 56.6667 | 50 | 63.3333 | 56.6667 | 50 | 63.3333 |
Ratio Avg Win / Avg Loss | 3.0004 | 7.6216 | 0.9837 | 2.2176 | 6.2754 | 0.5893 |
Largest Winning Trade | 368021 | 368021 | 50688 | 9285660 | 9285660 | 1114197 |
Largest Losing Trade | -61959 | -17720 | -61959 | -3254003 | -586945 | -3254003 |
Avg Bars in Trades | 77 | 82 | 72 | 77 | 82 | 72 |
Avg Bars in Winners | 90 | 87 | 93 | 90 | 87 | 93 |
Avg Bars in Losers | 59 | 77 | 36 | 59 | 77 | 36 |
Bars Traded | 4642 | 2469 | 2173 | 4642 | 2469 | 2173 |
Profit Streak | 105.9714 | 105.9714 | 349.4714 | 105.9714 | 105.9714 | 349.4714 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292256 | -147632 | -279155 | -158055 | 616522 | -520408 |
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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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