Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646318.2065 | 613487.19 | 32831.0165 | 1137800.8693 | 1048938.2566 | 88862.6126 |
Total P&L (%) | 646.3182 | 613.4872 | 32.831 | 1137.8009 | 1048.9383 | 88.8626 |
Avg Daily Profit (%) | 0.2972 | 0.2821 | 0.0151 | 0.1158 | 0.1123 | 0.0292 |
Buy And Hold Return (%) | 245.7684 | 245.7684 | 245.7684 | 245.7684 | 245.7684 | 245.7684 |
Max Trade Drawdown | -89443 | -89443 | -33468 | -3021197 | -3021197 | -1009700 |
Profit Factor | 2.2407 | 2.6535 | 1.219 | 1.1056 | 1.1199 | 1.0439 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 90 | 50 | 40 | 90 | 50 | 40 |
Losing Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Profitability (%) | 73.1707 | 81.9672 | 64.5161 | 73.1707 | 81.9672 | 64.5161 |
Ratio Avg Win / Avg Loss | 0.8216 | 0.5838 | 0.6705 | 0.4054 | 0.2464 | 0.5741 |
Largest Winning Trade | 69377 | 69377 | 18603 | 1097292 | 1097292 | 233059 |
Largest Losing Trade | -89443 | -89443 | -29457 | -3021197 | -3021197 | -1009700 |
Avg Bars in Trades | 64 | 126 | 4 | 64 | 126 | 4 |
Avg Bars in Winners | 30 | 51 | 2 | 30 | 51 | 2 |
Avg Bars in Losers | 159 | 463 | 7 | 159 | 463 | 7 |
Bars Traded | 7956 | 7687 | 269 | 7956 | 7687 | 269 |
Profit Streak | 85.7645 | 85.7645 | 149.5145 | 85.7645 | 85.7645 | 149.5145 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427919 | -149599 | -491591 | -140792 | -291990 | -644583 |
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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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