Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943998.4822 | 909554.3078 | 34444.1744 | 1776383.9738 | 1401829.9196 | 374554.0542 |
Total P&L (%) | 943.9985 | 909.5543 | 34.4442 | 1776.384 | 1401.8299 | 374.5541 |
Avg Daily Profit (%) | 0.5209 | 0.5019 | 0.019 | 0.1619 | 0.1496 | 0.086 |
Buy And Hold Return (%) | 554.3269 | 554.3269 | 554.3269 | 554.3269 | 554.3269 | 554.3269 |
Max Trade Drawdown | -100221 | -101964 | -33396 | -871335 | -957757 | -199504 |
Profit Factor | 3.0554 | 3.5223 | 1.3491 | 1.4694 | 1.4472 | 1.5767 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 47.5248 | 44 | 50.9804 | 47.5248 | 44 | 50.9804 |
Ratio Avg Win / Avg Loss | 3.3737 | 4.4829 | 1.2972 | 1.6225 | 1.8419 | 1.516 |
Largest Winning Trade | 595660 | 595660 | 20044 | 954983 | 954983 | 139893 |
Largest Losing Trade | -45847 | -45847 | -13267 | -393543 | -393543 | -81487 |
Avg Bars in Trades | 106 | 206 | 8 | 106 | 206 | 8 |
Avg Bars in Winners | 154 | 325 | 8 | 154 | 325 | 8 |
Avg Bars in Losers | 63 | 112 | 8 | 63 | 112 | 8 |
Bars Traded | 10756 | 10319 | 437 | 10756 | 10319 | 437 |
Profit Streak | 5.2313 | 5.2313 | 65.5646 | 5.2313 | 5.2313 | 65.5646 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311721 | -173630 | -511072 | 285264 | -176030 | -419296 |
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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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