Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678890.0835 | 568369.6888 | 110520.3946 | 13248487.8138 | 11750126.816 | 1498360.9978 |
Total P&L (%) | 678.8901 | 568.3697 | 110.5204 | 13248.4878 | 11750.1268 | 1498.361 |
Avg Daily Profit (%) | 0.2711 | 0.227 | 0.0441 | 0.1956 | 0.1909 | 0.1107 |
Buy And Hold Return (%) | 1595.5645 | 1595.5645 | 1595.5645 | 1595.5645 | 1595.5645 | 1595.5645 |
Max Trade Drawdown | -22324 | -32921 | -11647 | -467037 | -714915 | -549016 |
Profit Factor | 6.3773 | 7.9036 | 3.5163 | 7.9498 | 11.9097 | 2.8068 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 52.9412 | 52.381 | 53.4884 | 52.9412 | 52.381 | 53.4884 |
Ratio Avg Win / Avg Loss | 5.6687 | 7.1851 | 3.0577 | 7.0665 | 10.827 | 2.4407 |
Largest Winning Trade | 158861 | 158861 | 32965 | 3814199 | 3814199 | 824037 |
Largest Losing Trade | -15457 | -15457 | -6066 | -332053 | -332053 | -265939 |
Avg Bars in Trades | 112 | 192 | 35 | 112 | 192 | 35 |
Avg Bars in Winners | 173 | 300 | 51 | 173 | 300 | 51 |
Avg Bars in Losers | 45 | 73 | 17 | 45 | 73 | 17 |
Bars Traded | 9604 | 8066 | 1538 | 9604 | 8066 | 1538 |
Profit Streak | 373.8851 | 785.3851 | 373.8851 | 373.8851 | 785.3851 | 373.8851 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146634 | -147237 | -291566 | 665929 | 656338 | -203695 |
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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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