Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884238.0465 | 726092.5703 | 158145.4762 | 6730729.7482 | 4912314.0397 | 1818415.7085 |
Total P&L (%) | 884.238 | 726.0926 | 158.1455 | 6730.7297 | 4912.314 | 1818.4157 |
Avg Daily Profit (%) | 0.3524 | 0.2894 | 0.063 | 0.1685 | 0.1561 | 0.1178 |
Buy And Hold Return (%) | 392.1178 | 392.1178 | 392.1178 | 392.1178 | 392.1178 | 392.1178 |
Max Trade Drawdown | -116247 | -46201 | -144421 | -1448127 | -1301729 | -757185 |
Profit Factor | 3.1291 | 4.9782 | 1.6793 | 3.1236 | 3.7186 | 2.3345 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 64.9351 | 57.8947 | 71.7949 | 64.9351 | 57.8947 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.6897 | 3.6205 | 0.6597 | 1.6867 | 2.7045 | 0.9171 |
Largest Winning Trade | 406335 | 406335 | 30913 | 2842488 | 2842488 | 968424 |
Largest Losing Trade | -56023 | -33411 | -56023 | -965751 | -965751 | -325289 |
Avg Bars in Trades | 92 | 106 | 78 | 92 | 106 | 78 |
Avg Bars in Winners | 88 | 90 | 87 | 88 | 90 | 87 |
Avg Bars in Losers | 99 | 128 | 57 | 99 | 128 | 57 |
Bars Traded | 7117 | 4048 | 3069 | 7117 | 4048 | 3069 |
Profit Streak | 146.6809 | 146.6809 | 245.0142 | 146.6809 | 146.6809 | 245.0142 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32581 | 371257 | -270321 | -28975 | 580590 | -31480 |
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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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