Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598974.1373 | 492375.7865 | 106598.3508 | 10193575.6959 | 7630730.0314 | 2562845.6645 |
Total P&L (%) | 598.9741 | 492.3758 | 106.5984 | 10193.5757 | 7630.73 | 2562.8457 |
Avg Daily Profit (%) | 0.2393 | 0.1967 | 0.0426 | 0.1853 | 0.1739 | 0.1312 |
Buy And Hold Return (%) | 1176.5561 | 1176.5561 | 1176.5561 | 1176.5561 | 1176.5561 | 1176.5561 |
Max Trade Drawdown | -41568 | -47216 | -41607 | -684056 | -512694 | -456620 |
Profit Factor | 4.1439 | 5.0869 | 2.522 | 5.394 | 6.9369 | 3.4772 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Losing Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Profitability (%) | 71.7647 | 80.9524 | 62.7907 | 71.7647 | 80.9524 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.6304 | 1.1969 | 1.4945 | 2.1222 | 1.6322 | 2.0606 |
Largest Winning Trade | 120691 | 120691 | 39151 | 3509034 | 3509034 | 2512141 |
Largest Losing Trade | -41568 | -41568 | -22027 | -512694 | -512694 | -336299 |
Avg Bars in Trades | 53 | 102 | 5 | 53 | 102 | 5 |
Avg Bars in Winners | 44 | 75 | 4 | 44 | 75 | 4 |
Avg Bars in Losers | 76 | 218 | 6 | 76 | 218 | 6 |
Bars Traded | 4535 | 4319 | 216 | 4535 | 4319 | 216 |
Profit Streak | 139.0682 | 141.0682 | 139.0682 | 139.0682 | 141.0682 | 139.0682 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145527 | -146451 | -295156 | 745396 | 755483 | -13547 |
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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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