Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550651.7504 | 490196.0335 | 60455.7169 | 5525485.8418 | 4239767.9003 | 1285717.9415 |
Total P&L (%) | 550.6518 | 490.196 | 60.4557 | 5525.4858 | 4239.7679 | 1285.7179 |
Avg Daily Profit (%) | 0.2203 | 0.1961 | 0.0242 | 0.1613 | 0.1509 | 0.1052 |
Buy And Hold Return (%) | 2495.8589 | 2495.8589 | 2495.8589 | 2495.8589 | 2495.8589 | 2495.8589 |
Max Trade Drawdown | -68918 | -62583 | -25040 | -1252743 | -1252743 | -105846 |
Profit Factor | 2.9504 | 3.2889 | 1.887 | 3.1397 | 2.9365 | 4.2709 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Losing Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Profitability (%) | 76.1905 | 82.6923 | 69.8113 | 76.1905 | 82.6923 | 69.8113 |
Ratio Avg Win / Avg Loss | 0.922 | 0.6884 | 0.816 | 0.9811 | 0.6146 | 1.8469 |
Largest Winning Trade | 122623 | 122623 | 23531 | 2287630 | 2287630 | 977290 |
Largest Losing Trade | -45142 | -45142 | -14737 | -1252743 | -1252743 | -101473 |
Avg Bars in Trades | 45 | 90 | 2 | 45 | 90 | 2 |
Avg Bars in Winners | 31 | 57 | 1 | 31 | 57 | 1 |
Avg Bars in Losers | 90 | 245 | 3 | 90 | 245 | 3 |
Bars Traded | 4803 | 4684 | 119 | 4803 | 4684 | 119 |
Profit Streak | 138.3301 | 166.3301 | 138.3301 | 138.3301 | 166.3301 | 138.3301 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149247 | -329145 | -501363 | 393445 | -172914 | -386457 |
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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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