Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476251.3923 | 378236.1985 | 98015.1938 | 5782209.5048 | 3908174.1859 | 1874035.3189 |
Total P&L (%) | 476.2514 | 378.2362 | 98.0152 | 5782.2095 | 3908.1742 | 1874.0353 |
Avg Daily Profit (%) | 0.5736 | 0.4555 | 0.118 | 0.4919 | 0.4455 | 0.3599 |
Buy And Hold Return (%) | 546.6542 | 546.6542 | 546.6542 | 546.6542 | 546.6542 | 546.6542 |
Max Trade Drawdown | -47743 | -47743 | -20376 | -1702630 | -1702630 | -234112 |
Profit Factor | 4.059 | 4.9913 | 2.6088 | 2.7074 | 2.4273 | 3.8901 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Losing Trades | 15 | 4 | 11 | 15 | 4 | 11 |
Profitability (%) | 85.7143 | 92.3077 | 79.2453 | 85.7143 | 92.3077 | 79.2453 |
Ratio Avg Win / Avg Loss | 0.6765 | 0.4159 | 0.6832 | 0.4512 | 0.2023 | 1.0188 |
Largest Winning Trade | 22583 | 22583 | 8232 | 629410 | 629410 | 253120 |
Largest Losing Trade | -47743 | -47743 | -18205 | -1702630 | -1702630 | -234112 |
Avg Bars in Trades | 39 | 73 | 6 | 39 | 73 | 6 |
Avg Bars in Winners | 29 | 50 | 5 | 29 | 50 | 5 |
Avg Bars in Losers | 100 | 352 | 9 | 100 | 352 | 9 |
Bars Traded | 4176 | 3836 | 340 | 4176 | 3836 | 340 |
Profit Streak | 61.3019 | 183.8019 | 61.3019 | 61.3019 | 183.8019 | 61.3019 |
Trades During Streak | 4 | 12 | 2 | 4 | 12 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144186 | -324342 | -374005 | 697332 | -161397 | -162467 |
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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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