Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528651.9933 | 416919.9697 | 111732.0236 | 2532517.1917 | 2508943.924 | 23573.2677 |
Total P&L (%) | 528.652 | 416.92 | 111.732 | 2532.5172 | 2508.9439 | 23.5733 |
Avg Daily Profit (%) | 0.3744 | 0.2953 | 0.0791 | 0.2319 | 0.2313 | 0.015 |
Buy And Hold Return (%) | 77.7875 | 77.7875 | 77.7875 | 77.7875 | 77.7875 | 77.7875 |
Max Trade Drawdown | -74441 | -95824 | -51145 | -1098898 | -1170878 | -1278387 |
Profit Factor | 2.3707 | 2.6336 | 1.8565 | 1.5424 | 1.8824 | 1.0129 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 75.6098 | 78.6885 | 72.5806 | 75.6098 | 78.6885 | 72.5806 |
Ratio Avg Win / Avg Loss | 0.7648 | 0.7133 | 0.7013 | 0.4975 | 0.5098 | 0.3827 |
Largest Winning Trade | 55074 | 55074 | 17060 | 770491 | 770491 | 253290 |
Largest Losing Trade | -68659 | -68659 | -38199 | -938826 | -692222 | -938826 |
Avg Bars in Trades | 40 | 75 | 5 | 40 | 75 | 5 |
Avg Bars in Winners | 15 | 26 | 3 | 15 | 26 | 3 |
Avg Bars in Losers | 117 | 256 | 10 | 117 | 256 | 10 |
Bars Traded | 4931 | 4592 | 339 | 4931 | 4592 | 339 |
Profit Streak | 582.8591 | 603.1091 | 582.8591 | 582.8591 | 603.1091 | 582.8591 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576461 | -147041 | -266962 | 471282 | -147527 | -696980 |
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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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