Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636543.3037 | 498249.9679 | 138293.3359 | 4638901.4226 | 2779921.722 | 1858979.7006 |
Total P&L (%) | 636.5433 | 498.25 | 138.2933 | 4638.9014 | 2779.9217 | 1858.9797 |
Avg Daily Profit (%) | 0.2546 | 0.1993 | 0.0553 | 0.1544 | 0.1345 | 0.1191 |
Buy And Hold Return (%) | 401.3333 | 401.3333 | 401.3333 | 401.3333 | 401.3333 | 401.3333 |
Max Trade Drawdown | -94603 | -101332 | -18405 | -1555868 | -1510860 | -106116 |
Profit Factor | 2.332 | 2.3043 | 2.4423 | 1.923 | 1.614 | 4.7295 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 67.6692 | 66.6667 | 68.6567 | 67.6692 | 66.6667 | 68.6567 |
Ratio Avg Win / Avg Loss | 1.1142 | 1.1522 | 1.115 | 0.9188 | 0.807 | 2.1591 |
Largest Winning Trade | 92656 | 92656 | 13692 | 2121274 | 2121274 | 452044 |
Largest Losing Trade | -51728 | -51728 | -14523 | -1510860 | -1510860 | -106116 |
Avg Bars in Trades | 71 | 133 | 10 | 71 | 133 | 10 |
Avg Bars in Winners | 52 | 98 | 7 | 52 | 98 | 7 |
Avg Bars in Losers | 112 | 204 | 16 | 112 | 204 | 16 |
Bars Traded | 9550 | 8837 | 713 | 9550 | 8837 | 713 |
Profit Streak | 84.0994 | 84.0994 | 146.0994 | 84.0994 | 84.0994 | 146.0994 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 222963 | -201219 | -394314 | 451076 | -134301 | -140730 |
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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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