Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949356.8376 | 813407.471 | 135949.3666 | 14533980.0721 | 13999874.1957 | 534105.8764 |
Total P&L (%) | 949.3568 | 813.4075 | 135.9494 | 14533.9801 | 13999.8742 | 534.1059 |
Avg Daily Profit (%) | 0.3797 | 0.3253 | 0.0544 | 0.1996 | 0.1981 | 0.0739 |
Buy And Hold Return (%) | 919.8158 | 919.8158 | 919.8158 | 919.8158 | 919.8158 | 919.8158 |
Max Trade Drawdown | -75987 | -41494 | -56544 | -4762110 | -2563082 | -2199028 |
Profit Factor | 3.6226 | 6.0725 | 1.6742 | 2.5636 | 4.1238 | 1.111 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.9325 | 5.4652 | 1.2176 | 2.0753 | 3.7114 | 0.808 |
Largest Winning Trade | 367678 | 367678 | 44458 | 9789402 | 9789402 | 1596681 |
Largest Losing Trade | -52816 | -26569 | -52816 | -2563082 | -2563082 | -2199028 |
Avg Bars in Trades | 60 | 67 | 53 | 60 | 67 | 53 |
Avg Bars in Winners | 76 | 85 | 68 | 76 | 85 | 68 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 4584 | 2547 | 2037 | 4584 | 2547 | 2037 |
Profit Streak | 75.6127 | 165.1127 | 0 | 75.6127 | 165.1127 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191687 | -146432 | -282995 | -39337 | 607747 | -358739 |
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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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