Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747191.0498 | 720064.2695 | 27126.7804 | 415324.1656 | 359076.6008 | 56247.5648 |
Total P&L (%) | 747.1911 | 720.0643 | 27.1268 | 415.3242 | 359.0766 | 56.2476 |
Avg Daily Profit (%) | 0.2989 | 0.288 | 0.0109 | 0.0656 | 0.061 | 0.0179 |
Buy And Hold Return (%) | 152.743 | 152.743 | 152.743 | 152.743 | 152.743 | 152.743 |
Max Trade Drawdown | -146695 | -146936 | -7859 | -420331 | -418929 | -16245 |
Profit Factor | 2.9039 | 2.9206 | 2.5485 | 1.4118 | 1.3708 | 2.4 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 48.3146 | 40.9091 | 55.5556 | 48.3146 | 40.9091 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.1065 | 4.2186 | 2.0388 | 1.5103 | 1.9801 | 1.92 |
Largest Winning Trade | 402213 | 402213 | 9135 | 430045 | 430045 | 45885 |
Largest Losing Trade | -41444 | -41444 | -2214 | -204034 | -204034 | -6979 |
Avg Bars in Trades | 166 | 336 | 1 | 166 | 336 | 1 |
Avg Bars in Winners | 146 | 348 | 1 | 146 | 348 | 1 |
Avg Bars in Losers | 185 | 328 | 1 | 185 | 328 | 1 |
Bars Traded | 14845 | 14800 | 45 | 14845 | 14800 | 45 |
Profit Streak | 35.2781 | 35.2781 | 83.1114 | 35.2781 | 35.2781 | 83.1114 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504759 | 354429 | -336953 | -105784 | -117349 | -328180 |
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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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