Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1391983.6497 | 1301629.8676 | 90353.7821 | 6644309.6413 | 6668083.9871 | -23774.3459 |
Total P&L (%) | 1391.9837 | 1301.6299 | 90.3538 | 6644.3096 | 6668.084 | -23.7743 |
Avg Daily Profit (%) | 0.7633 | 0.7137 | 0.0495 | 0.2312 | 0.2314 | -0.0149 |
Buy And Hold Return (%) | 737.5386 | 737.5386 | 737.5386 | 737.5386 | 737.5386 | 737.5386 |
Max Trade Drawdown | -106623 | -50746 | -71156 | -10479452 | -5569138 | -5058394 |
Profit Factor | 3.195 | 5.5952 | 1.2575 | 1.2108 | 1.4989 | 0.9987 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 43.8095 | 44.2308 | 43.3962 | 43.8095 | 44.2308 | 43.3962 |
Ratio Avg Win / Avg Loss | 4.0979 | 7.0548 | 1.6402 | 1.553 | 1.8899 | 1.3026 |
Largest Winning Trade | 797597 | 797597 | 75038 | 4228145 | 4228145 | 3953931 |
Largest Losing Trade | -53532 | -21988 | -53532 | -2785092 | -1573607 | -2785092 |
Avg Bars in Trades | 101 | 97 | 106 | 101 | 97 | 106 |
Avg Bars in Winners | 151 | 140 | 161 | 151 | 140 | 161 |
Avg Bars in Losers | 63 | 63 | 63 | 63 | 63 | 63 |
Bars Traded | 10677 | 5055 | 5622 | 10677 | 5055 | 5622 |
Profit Streak | 23.5126 | 25.5126 | 23.5126 | 23.5126 | 25.5126 | 23.5126 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368085 | -169552 | -473666 | 282971 | -171039 | -761189 |
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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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