Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835911.9341 | 685822.3271 | 150089.607 | 17346792.6389 | 15811112.1806 | 1535680.4583 |
Total P&L (%) | 835.9119 | 685.8223 | 150.0896 | 17346.7926 | 15811.1122 | 1535.6805 |
Avg Daily Profit (%) | 0.3343 | 0.2743 | 0.06 | 0.2066 | 0.2029 | 0.1118 |
Buy And Hold Return (%) | 895.1886 | 895.1886 | 895.1886 | 895.1886 | 895.1886 | 895.1886 |
Max Trade Drawdown | -90747 | -79582 | -68157 | -2193845 | -1071313 | -2180834 |
Profit Factor | 3.1631 | 4.843 | 1.7217 | 3.7643 | 7.6122 | 1.3954 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 64.4737 | 68.4211 | 60.5263 | 64.4737 | 68.4211 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.7429 | 2.2352 | 1.1228 | 2.0742 | 3.5133 | 0.91 |
Largest Winning Trade | 178537 | 178537 | 43641 | 6921017 | 6921017 | 1453513 |
Largest Losing Trade | -68157 | -51099 | -68157 | -1022011 | -596815 | -1022011 |
Avg Bars in Trades | 60 | 74 | 45 | 60 | 74 | 45 |
Avg Bars in Winners | 66 | 67 | 65 | 66 | 67 | 65 |
Avg Bars in Losers | 49 | 91 | 15 | 49 | 91 | 15 |
Bars Traded | 4588 | 2848 | 1740 | 4588 | 2848 | 1740 |
Profit Streak | 293.1403 | 440.6403 | 293.1403 | 293.1403 | 440.6403 | 293.1403 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200780 | -145631 | -274054 | -35249 | 733866 | -50728 |
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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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