Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910705.4658 | 731648.479 | 179056.9868 | 27272000.7248 | 27157545.4882 | 114455.2366 |
Total P&L (%) | 910.7055 | 731.6485 | 179.057 | 27272.0007 | 27157.5455 | 114.4552 |
Avg Daily Profit (%) | 0.3642 | 0.2926 | 0.0716 | 0.2247 | 0.2245 | 0.0305 |
Buy And Hold Return (%) | 715.2838 | 715.2838 | 715.2838 | 715.2838 | 715.2838 | 715.2838 |
Max Trade Drawdown | -102033 | -90436 | -61846 | -6828179 | -1705676 | -7578689 |
Profit Factor | 3.3617 | 4.7597 | 1.9374 | 2.7448 | 8.15 | 1.0097 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 61.4458 | 63.4146 | 59.5238 | 61.4458 | 63.4146 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.1093 | 2.746 | 1.3175 | 1.7222 | 4.7019 | 0.6866 |
Largest Winning Trade | 182670 | 182670 | 62293 | 12378231 | 12378231 | 4372922 |
Largest Losing Trade | -58426 | -51049 | -58426 | -4430877 | -1243400 | -4430877 |
Avg Bars in Trades | 55 | 65 | 44 | 55 | 65 | 44 |
Avg Bars in Winners | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Losers | 30 | 46 | 15 | 30 | 46 | 15 |
Bars Traded | 4576 | 2698 | 1878 | 4576 | 2698 | 1878 |
Profit Streak | 61.2943 | 277.7943 | 61.2943 | 61.2943 | 277.7943 | 61.2943 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63450 | -139087 | -258700 | 538048 | 716391 | -527612 |
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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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