Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441289.5211 | 371086.5214 | 70202.9997 | 3115536.3972 | 1937384.6928 | 1178151.7044 |
Total P&L (%) | 441.2895 | 371.0865 | 70.203 | 3115.5364 | 1937.3847 | 1178.1517 |
Avg Daily Profit (%) | 0.5387 | 0.453 | 0.0857 | 0.4245 | 0.3686 | 0.3115 |
Buy And Hold Return (%) | 488.5234 | 488.5234 | 488.5234 | 488.5234 | 488.5234 | 488.5234 |
Max Trade Drawdown | -61665 | -56986 | -21392 | -1212942 | -1204571 | -133862 |
Profit Factor | 3.0608 | 3.6559 | 1.9434 | 1.9444 | 1.7368 | 2.7597 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Losing Trades | 23 | 6 | 17 | 23 | 6 | 17 |
Profitability (%) | 82.1705 | 90.625 | 73.8462 | 82.1705 | 90.625 | 73.8462 |
Ratio Avg Win / Avg Loss | 0.6641 | 0.3782 | 0.6883 | 0.4219 | 0.1797 | 0.9774 |
Largest Winning Trade | 37720 | 37720 | 10390 | 350049 | 350049 | 230123 |
Largest Losing Trade | -56986 | -56986 | -21392 | -1204571 | -1204571 | -133862 |
Avg Bars in Trades | 22 | 41 | 3 | 22 | 41 | 3 |
Avg Bars in Winners | 13 | 22 | 2 | 13 | 22 | 2 |
Avg Bars in Losers | 63 | 224 | 6 | 63 | 224 | 6 |
Bars Traded | 2898 | 2663 | 235 | 2898 | 2663 | 235 |
Profit Streak | 17.7465 | 17.7465 | 50.2465 | 17.7465 | 17.7465 | 50.2465 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145617 | -285154 | -370149 | 613175 | -125451 | -119399 |
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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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