Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604365.177 | 381415.099 | 222950.078 | 7402579.4573 | 3798780.0164 | 3603799.4408 |
Total P&L (%) | 604.3652 | 381.4151 | 222.9501 | 7402.5795 | 3798.78 | 3603.7994 |
Avg Daily Profit (%) | 0.2533 | 0.1599 | 0.0935 | 0.1812 | 0.1537 | 0.1515 |
Buy And Hold Return (%) | 42.8128 | 42.8128 | 42.8128 | 42.8128 | 42.8128 | 42.8128 |
Max Trade Drawdown | -76617 | -76617 | -59660 | -3198050 | -3198050 | -681519 |
Profit Factor | 4.2081 | 5.9202 | 3.011 | 2.5498 | 2.1815 | 3.3083 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 7 | 3 | 4 | 7 | 3 | 4 |
Profitability (%) | 92.2222 | 93.3333 | 91.1111 | 92.2222 | 93.3333 | 91.1111 |
Ratio Avg Win / Avg Loss | 0.3549 | 0.4229 | 0.2938 | 0.215 | 0.1558 | 0.3228 |
Largest Winning Trade | 56016 | 56016 | 50609 | 1142386 | 1142386 | 627088 |
Largest Losing Trade | -76617 | -76617 | -59660 | -3198050 | -3198050 | -681519 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 22 | 26 | 19 | 22 | 26 | 19 |
Avg Bars in Losers | 321 | 405 | 258 | 321 | 405 | 258 |
Bars Traded | 4123 | 2309 | 1814 | 4123 | 2309 | 1814 |
Profit Streak | 239.7879 | 443.7879 | 239.7879 | 239.7879 | 443.7879 | 239.7879 |
Trades During Streak | 17 | 9 | 8 | 17 | 9 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 726134 | 708071 | -59906 | 619215 | 565664 | 636389 |
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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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