Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869217.5293 | 756355.7967 | 112861.7325 | 6813841.3059 | 6417711.4845 | 396129.8214 |
Total P&L (%) | 869.2175 | 756.3558 | 112.8617 | 6813.8413 | 6417.7115 | 396.1298 |
Avg Daily Profit (%) | 0.3476 | 0.3025 | 0.0451 | 0.1696 | 0.1672 | 0.0641 |
Buy And Hold Return (%) | 840.2206 | 840.2206 | 840.2206 | 840.2206 | 840.2206 | 840.2206 |
Max Trade Drawdown | -82044 | -46103 | -64669 | -1192330 | -528052 | -1088962 |
Profit Factor | 2.9506 | 5.2453 | 1.422 | 2.5958 | 4.2991 | 1.1704 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 60.2273 | 54.5455 | 65.9091 | 60.2273 | 54.5455 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.9485 | 4.3711 | 0.7355 | 1.7142 | 3.5826 | 0.6054 |
Largest Winning Trade | 336225 | 336225 | 47624 | 3139352 | 3139352 | 378768 |
Largest Losing Trade | -64669 | -37291 | -64669 | -1088962 | -452857 | -1088962 |
Avg Bars in Trades | 53 | 57 | 50 | 53 | 57 | 50 |
Avg Bars in Winners | 60 | 58 | 61 | 60 | 58 | 61 |
Avg Bars in Losers | 44 | 56 | 28 | 44 | 56 | 28 |
Bars Traded | 4749 | 2535 | 2214 | 4749 | 2535 | 2214 |
Profit Streak | 101.0596 | 101.0596 | 144.0596 | 101.0596 | 101.0596 | 144.0596 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137587 | -147681 | -296157 | 548877 | 584869 | -304804 |
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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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