Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512098.8663 | 391400.2459 | 120698.6204 | 8644202.1215 | 5743667.7423 | 2900534.3793 |
Total P&L (%) | 512.0989 | 391.4002 | 120.6986 | 8644.2021 | 5743.6677 | 2900.5344 |
Avg Daily Profit (%) | 0.6155 | 0.4704 | 0.1451 | 0.5388 | 0.4901 | 0.4097 |
Buy And Hold Return (%) | 326.031 | 326.031 | 326.031 | 326.031 | 326.031 | 326.031 |
Max Trade Drawdown | -51365 | -51365 | -8633 | -2905747 | -2905747 | -224686 |
Profit Factor | 4.752 | 4.8496 | 4.467 | 2.5756 | 2.1982 | 5.1851 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Losing Trades | 18 | 4 | 14 | 18 | 4 | 14 |
Profitability (%) | 84.6154 | 93.1034 | 76.2712 | 84.6154 | 93.1034 | 76.2712 |
Ratio Avg Win / Avg Loss | 0.864 | 0.3592 | 1.3897 | 0.4683 | 0.1628 | 1.6132 |
Largest Winning Trade | 31934 | 31934 | 8752 | 1067535 | 1067535 | 335447 |
Largest Losing Trade | -51365 | -51365 | -8633 | -2905747 | -2905747 | -224686 |
Avg Bars in Trades | 35 | 65 | 5 | 35 | 65 | 5 |
Avg Bars in Winners | 22 | 39 | 3 | 22 | 39 | 3 |
Avg Bars in Losers | 102 | 413 | 13 | 102 | 413 | 13 |
Bars Traded | 4105 | 3779 | 326 | 4105 | 3779 | 326 |
Profit Streak | 61.8638 | 192.5305 | 61.8638 | 61.8638 | 192.5305 | 61.8638 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452680 | -261935 | -331301 | 682840 | -161452 | -154677 |
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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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