Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1086389.7788 | 854777.0649 | 231612.7138 | 100902161.9325 | 88005365.8113 | 12896796.1212 |
Total P&L (%) | 1086.3898 | 854.7771 | 231.6127 | 100902.1619 | 88005.3658 | 12896.7961 |
Avg Daily Profit (%) | 0.4345 | 0.3418 | 0.0926 | 0.277 | 0.2716 | 0.1948 |
Buy And Hold Return (%) | 800.0884 | 800.0884 | 800.0884 | 800.0884 | 800.0884 | 800.0884 |
Max Trade Drawdown | -58464 | -40408 | -50176 | -8067004 | -4982435 | -7763007 |
Profit Factor | 5.0678 | 8.3609 | 2.5344 | 5.3111 | 9.8961 | 1.9544 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 62.0253 | 53.8462 | 70 | 62.0253 | 53.8462 | 70 |
Ratio Avg Win / Avg Loss | 3.1028 | 7.1665 | 1.0862 | 3.2517 | 8.4824 | 0.8376 |
Largest Winning Trade | 330800 | 330800 | 45812 | 41959691 | 41959691 | 4367957 |
Largest Losing Trade | -50176 | -23651 | -50176 | -7763007 | -4982435 | -7763007 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 72 | 89 | 59 | 72 | 89 | 59 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 4687 | 2559 | 2128 | 4687 | 2559 | 2128 |
Profit Streak | 158.2198 | 172.7198 | 158.2198 | 158.2198 | 172.7198 | 158.2198 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64564 | -124859 | -227387 | -11280 | 685868 | 464460 |
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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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