Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830420.036 | 768357.0068 | 62063.0292 | 2758094.7526 | 4105012.802 | -1346918.0494 |
Total P&L (%) | 830.42 | 768.357 | 62.063 | 2758.0948 | 4105.0128 | -1346.918 |
Avg Daily Profit (%) | 0.3987 | 0.3689 | 0.0298 | 0.1611 | 0.1797 | 0 |
Buy And Hold Return (%) | 1243.373 | 1243.373 | 1243.373 | 1243.373 | 1243.373 | 1243.373 |
Max Trade Drawdown | -94915 | -43759 | -75871 | -1917039 | -876755 | -1843581 |
Profit Factor | 2.6689 | 4.6686 | 1.2154 | 1.4155 | 2.6663 | 0.6774 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 51.6854 | 52.2727 | 51.1111 | 51.6854 | 52.2727 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.4948 | 4.2627 | 1.1625 | 1.3232 | 2.4344 | 0.6479 |
Largest Winning Trade | 354257 | 354257 | 52125 | 1706898 | 1706898 | 622547 |
Largest Losing Trade | -71339 | -21152 | -71339 | -1711339 | -422513 | -1711339 |
Avg Bars in Trades | 273 | 265 | 281 | 273 | 265 | 281 |
Avg Bars in Winners | 378 | 372 | 384 | 378 | 372 | 384 |
Avg Bars in Losers | 160 | 147 | 172 | 160 | 147 | 172 |
Bars Traded | 24321 | 11669 | 12652 | 24321 | 11669 | 12652 |
Profit Streak | 171.9568 | 171.9568 | 182.2902 | 171.9568 | 171.9568 | 182.2902 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149083 | -147422 | -317718 | 177409 | 411420 | -579211 |
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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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