Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 544701.8744 | 321775.4572 | 222926.4171 | 4599707.9457 | 3460898.5227 | 1138809.423 |
Total P&L (%) | 544.7019 | 321.7755 | 222.9264 | 4599.7079 | 3460.8985 | 1138.8094 |
Avg Daily Profit (%) | 0.4398 | 0.2598 | 0.18 | 0.3114 | 0.2889 | 0.2034 |
Buy And Hold Return (%) | 61.6144 | 61.6144 | 61.6144 | 61.6144 | 61.6144 | 61.6144 |
Max Trade Drawdown | -52991 | -36540 | -51474 | -2402116 | -1599117 | -2179737 |
Profit Factor | 2.6252 | 3.1801 | 2.1886 | 1.6521 | 2.205 | 1.2724 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 66.6667 | 68.2927 | 65 | 66.6667 | 68.2927 | 65 |
Ratio Avg Win / Avg Loss | 1.3126 | 1.4765 | 1.1785 | 0.8261 | 1.0238 | 0.6851 |
Largest Winning Trade | 101943 | 101943 | 44178 | 1051882 | 1051882 | 815189 |
Largest Losing Trade | -49511 | -36540 | -49511 | -2112045 | -1599117 | -2112045 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 63 | 69 | 58 | 63 | 69 | 58 |
Bars Traded | 4557 | 2351 | 2206 | 4557 | 2351 | 2206 |
Profit Streak | 51.8845 | 92.6345 | 51.8845 | 51.8845 | 92.6345 | 51.8845 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 55988 | 564494 | 377195 | -3087 | 563361 | 318652 |
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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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