Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1066921.1928 | 864595.7656 | 202325.4273 | 19649174.9639 | 16553217.0596 | 3095957.9043 |
Total P&L (%) | 1066.9212 | 864.5958 | 202.3254 | 19649.175 | 16553.2171 | 3095.9579 |
Avg Daily Profit (%) | 0.4264 | 0.3456 | 0.0809 | 0.2115 | 0.2047 | 0.1386 |
Buy And Hold Return (%) | 773.2446 | 773.2446 | 773.2446 | 773.2446 | 773.2446 | 773.2446 |
Max Trade Drawdown | -87713 | -75214 | -87713 | -2168446 | -618955 | -2168446 |
Profit Factor | 4.7194 | 6.9976 | 2.4179 | 5.9182 | 13.7782 | 2.1468 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70.4918 | 66.6667 | 74.1935 | 70.4918 | 66.6667 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.9755 | 3.4988 | 0.841 | 2.4774 | 6.8891 | 0.7467 |
Largest Winning Trade | 368448 | 368448 | 56307 | 7440421 | 7440421 | 2062967 |
Largest Losing Trade | -87713 | -35226 | -87713 | -2168446 | -476856 | -2168446 |
Avg Bars in Trades | 75 | 89 | 61 | 75 | 89 | 61 |
Avg Bars in Winners | 86 | 101 | 72 | 86 | 101 | 72 |
Avg Bars in Losers | 50 | 66 | 30 | 50 | 66 | 30 |
Bars Traded | 4617 | 2699 | 1918 | 4617 | 2699 | 1918 |
Profit Streak | 85.3422 | 534.3422 | 85.3422 | 85.3422 | 534.3422 | 85.3422 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192438 | -107730 | -245280 | -145778 | 723169 | -4896 |
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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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