Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 677687.1172 | 579516.4728 | 98170.6444 | 6074849.0639 | 5361650.162 | 713198.9019 |
Total P&L (%) | 677.6871 | 579.5165 | 98.1706 | 6074.8491 | 5361.6502 | 713.1989 |
Avg Daily Profit (%) | 0.271 | 0.2318 | 0.0393 | 0.165 | 0.1601 | 0.0839 |
Buy And Hold Return (%) | 816.005 | 816.005 | 816.005 | 816.005 | 816.005 | 816.005 |
Max Trade Drawdown | -79900 | -80747 | -95282 | -2266853 | -1464993 | -2577506 |
Profit Factor | 2.3783 | 3.1291 | 1.4472 | 1.7411 | 2.36 | 1.1676 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 61.6541 | 62.1212 | 61.194 | 61.6541 | 62.1212 | 61.194 |
Ratio Avg Win / Avg Loss | 1.4792 | 1.908 | 0.9178 | 1.0829 | 1.439 | 0.7404 |
Largest Winning Trade | 148253 | 148253 | 23197 | 1374336 | 1374336 | 495864 |
Largest Losing Trade | -53644 | -53644 | -32989 | -1030177 | -885426 | -1030177 |
Avg Bars in Trades | 34 | 61 | 8 | 34 | 61 | 8 |
Avg Bars in Winners | 24 | 38 | 9 | 24 | 38 | 9 |
Avg Bars in Losers | 52 | 100 | 6 | 52 | 100 | 6 |
Bars Traded | 4638 | 4089 | 549 | 4638 | 4089 | 549 |
Profit Streak | 64.6697 | 122.6697 | 64.6697 | 64.6697 | 122.6697 | 64.6697 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150300 | -272643 | -420486 | 480297 | -110359 | -397741 |
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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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