Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848109.9338 | 728122.0473 | 119987.8865 | 4332561.5253 | 3136507.4782 | 1196054.0471 |
Total P&L (%) | 848.1099 | 728.122 | 119.9879 | 4332.5615 | 3136.5075 | 1196.054 |
Avg Daily Profit (%) | 0.3394 | 0.2913 | 0.048 | 0.1518 | 0.1392 | 0.1026 |
Buy And Hold Return (%) | 223.0969 | 223.0969 | 223.0969 | 223.0969 | 223.0969 | 223.0969 |
Max Trade Drawdown | -103353 | -117408 | -50498 | -1068306 | -1040455 | -393542 |
Profit Factor | 2.4866 | 2.9145 | 1.631 | 2.081 | 2.0834 | 2.0748 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 70.4348 | 71.9298 | 68.9655 | 70.4348 | 71.9298 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.0438 | 1.1374 | 0.7339 | 0.8735 | 0.813 | 0.9337 |
Largest Winning Trade | 340863 | 340863 | 27751 | 1636745 | 1636745 | 457779 |
Largest Losing Trade | -61666 | -61666 | -26476 | -1020590 | -1020590 | -281401 |
Avg Bars in Trades | 121 | 220 | 23 | 121 | 220 | 23 |
Avg Bars in Winners | 77 | 127 | 26 | 77 | 127 | 26 |
Avg Bars in Losers | 225 | 459 | 17 | 225 | 459 | 17 |
Bars Traded | 13935 | 12577 | 1358 | 13935 | 12577 | 1358 |
Profit Streak | 150.4154 | 150.4154 | 299.582 | 150.4154 | 150.4154 | 299.582 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543715 | -165853 | -470167 | 484183 | -181821 | -231472 |
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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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