Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715144.7293 | 670732.5845 | 44412.1448 | 1052047.0675 | -379905.5046 | 1431952.5721 |
Total P&L (%) | 715.1447 | 670.7326 | 44.4121 | 1052.0471 | -379.9055 | 1431.9526 |
Avg Daily Profit (%) | 0.329 | 0.3086 | 0.0204 | 0.1125 | 0 | 0.1256 |
Buy And Hold Return (%) | 242.4209 | 242.4209 | 242.4209 | 242.4209 | 242.4209 | 242.4209 |
Max Trade Drawdown | -92581 | -90106 | -83712 | -10323135 | -10083568 | -3026268 |
Profit Factor | 2.3178 | 2.8185 | 1.2555 | 1.045 | 0.9801 | 1.3339 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 71.4286 | 73.3333 | 69.5652 | 71.4286 | 73.3333 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.9271 | 1.0249 | 0.5493 | 0.418 | 0.3564 | 0.5836 |
Largest Winning Trade | 134456 | 134456 | 23232 | 2621764 | 2621764 | 1147714 |
Largest Losing Trade | -90106 | -90106 | -43028 | -10083568 | -10083568 | -1613706 |
Avg Bars in Trades | 131 | 247 | 17 | 131 | 247 | 17 |
Avg Bars in Winners | 59 | 103 | 13 | 59 | 103 | 13 |
Avg Bars in Losers | 311 | 644 | 26 | 311 | 644 | 26 |
Bars Traded | 11951 | 11144 | 807 | 11951 | 11144 | 807 |
Profit Streak | 85.7731 | 86.6065 | 85.7731 | 85.7731 | 86.6065 | 85.7731 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446967 | 517324 | -328943 | -212196 | -576324 | -22718 |
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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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