Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709068.8493 | 545909.8909 | 163158.9584 | 6664806.527 | 4628925.573 | 2035880.9539 |
Total P&L (%) | 709.0688 | 545.9099 | 163.159 | 6664.8065 | 4628.9256 | 2035.881 |
Avg Daily Profit (%) | 0.2832 | 0.2181 | 0.0652 | 0.1685 | 0.1542 | 0.1224 |
Buy And Hold Return (%) | 424.167 | 424.167 | 424.167 | 424.167 | 424.167 | 424.167 |
Max Trade Drawdown | -104269 | -84621 | -68630 | -1485961 | -1428262 | -1067425 |
Profit Factor | 2.6801 | 3.9351 | 1.6912 | 2.2652 | 2.7606 | 1.7716 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 71.0843 | 68.2927 | 73.8095 | 71.0843 | 68.2927 | 73.8095 |
Ratio Avg Win / Avg Loss | 1.0902 | 1.827 | 0.6001 | 0.9214 | 1.2817 | 0.6286 |
Largest Winning Trade | 126026 | 126026 | 34554 | 1880509 | 1880509 | 898011 |
Largest Losing Trade | -65926 | -35924 | -65926 | -858979 | -685054 | -858979 |
Avg Bars in Trades | 57 | 70 | 44 | 57 | 70 | 44 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 74 | 116 | 24 | 74 | 116 | 24 |
Bars Traded | 4765 | 2896 | 1869 | 4765 | 2896 | 1869 |
Profit Streak | 141.5894 | 141.5894 | 313.5894 | 141.5894 | 141.5894 | 313.5894 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 247811 | -57519 | -266723 | 450476 | 560197 | -25632 |
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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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