Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997191.3681 | 837976.024 | 159215.3441 | 6356526.7643 | 4246655.4694 | 2109871.2949 |
Total P&L (%) | 997.1914 | 837.976 | 159.2153 | 6356.5268 | 4246.6555 | 2109.8713 |
Avg Daily Profit (%) | 0.3989 | 0.3352 | 0.0637 | 0.1668 | 0.151 | 0.1239 |
Buy And Hold Return (%) | 253.7602 | 253.7602 | 253.7602 | 253.7602 | 253.7602 | 253.7602 |
Max Trade Drawdown | -76565 | -102558 | -67677 | -518266 | -468599 | -490411 |
Profit Factor | 2.8962 | 4.0269 | 1.6393 | 3.9104 | 4.3268 | 3.3247 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 59.1398 | 52.1739 | 65.9574 | 59.1398 | 52.1739 | 65.9574 |
Ratio Avg Win / Avg Loss | 2.001 | 3.6913 | 0.8461 | 2.7017 | 3.9662 | 1.716 |
Largest Winning Trade | 456187 | 456187 | 36293 | 2169705 | 2169705 | 818004 |
Largest Losing Trade | -67677 | -36960 | -67677 | -490411 | -468599 | -490411 |
Avg Bars in Trades | 50 | 70 | 31 | 50 | 70 | 31 |
Avg Bars in Winners | 45 | 53 | 38 | 45 | 53 | 38 |
Avg Bars in Losers | 59 | 89 | 17 | 59 | 89 | 17 |
Bars Traded | 4730 | 3243 | 1487 | 4730 | 3243 | 1487 |
Profit Streak | 148.6766 | 148.6766 | 528.1766 | 148.6766 | 148.6766 | 528.1766 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 567618 | 517001 | -269789 | 631253 | 570570 | -17283 |
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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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