Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755444.2938 | 676242.0092 | 79202.2846 | 5791403.7414 | 5750549.7013 | 40854.04 |
Total P&L (%) | 755.4443 | 676.242 | 79.2023 | 5791.4037 | 5750.5497 | 40.854 |
Avg Daily Profit (%) | 0.302 | 0.2704 | 0.0317 | 0.1631 | 0.1628 | 0.0137 |
Buy And Hold Return (%) | 817.8192 | 817.8192 | 817.8192 | 817.8192 | 817.8192 | 817.8192 |
Max Trade Drawdown | -95182 | -55476 | -73411 | -1315749 | -887555 | -982388 |
Profit Factor | 3.144 | 6.069 | 1.3617 | 2.3461 | 3.9861 | 1.0172 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 56.4103 | 53.8462 | 58.9744 | 56.4103 | 53.8462 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.4295 | 5.202 | 0.9473 | 1.8129 | 3.4167 | 0.7076 |
Largest Winning Trade | 315430 | 315430 | 52035 | 3305604 | 3305604 | 619457 |
Largest Losing Trade | -31238 | -19185 | -31238 | -700808 | -700808 | -456557 |
Avg Bars in Trades | 88 | 106 | 70 | 88 | 106 | 70 |
Avg Bars in Winners | 96 | 113 | 80 | 96 | 113 | 80 |
Avg Bars in Losers | 77 | 97 | 55 | 77 | 97 | 55 |
Bars Traded | 6881 | 4151 | 2730 | 6881 | 4151 | 2730 |
Profit Streak | 147.5149 | 155.1815 | 147.5149 | 147.5149 | 155.1815 | 147.5149 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187177 | -147127 | -315813 | -24126 | 585167 | -541849 |
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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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