Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575400.2478 | 457492.0518 | 117908.196 | 3232213.8943 | 1911236.4595 | 1320977.4348 |
Total P&L (%) | 575.4002 | 457.4921 | 117.9082 | 3232.2139 | 1911.2365 | 1320.9774 |
Avg Daily Profit (%) | 0.23 | 0.1829 | 0.0471 | 0.1402 | 0.12 | 0.1061 |
Buy And Hold Return (%) | 233.2706 | 233.2706 | 233.2706 | 233.2706 | 233.2706 | 233.2706 |
Max Trade Drawdown | -95506 | -97641 | -23415 | -1762191 | -1785494 | -230677 |
Profit Factor | 2.5005 | 2.3962 | 3.1127 | 1.5431 | 1.3543 | 3.3678 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 74.3119 | 75.9259 | 72.7273 | 74.3119 | 75.9259 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.8644 | 0.7598 | 1.1672 | 0.5334 | 0.4294 | 1.2629 |
Largest Winning Trade | 82355 | 82355 | 16086 | 1196013 | 1196013 | 357269 |
Largest Losing Trade | -60676 | -60676 | -9480 | -1253992 | -1253992 | -104881 |
Avg Bars in Trades | 66 | 125 | 8 | 66 | 125 | 8 |
Avg Bars in Winners | 39 | 72 | 6 | 39 | 72 | 6 |
Avg Bars in Losers | 142 | 292 | 12 | 142 | 292 | 12 |
Bars Traded | 7212 | 6761 | 450 | 7212 | 6761 | 450 |
Profit Streak | 141.503 | 158.8363 | 141.503 | 141.503 | 158.8363 | 141.503 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402651 | -173615 | -467173 | -826 | -209331 | -222707 |
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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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